+348.0%
VT vs TAP
+21.7%
+326.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.4% |
| 7D | -4.2% | +7.7% | -11.9% | -6.6% |
| 30D | -5.8% | +14.4% | -20.2% | -10.2% |
| 3M | -5.2% | +2.0% | -7.3% | -6.4% |
| 6M | +0.1% | +2.5% | -2.3% | -1.8% |
| YTD | +8.2% | -6.4% | +14.7% | +8.7% |
| 1Y | +10.1% | -2.3% | +12.4% | +8.7% |
| 3Y | +69.7% | -20.3% | +90.0% | +76.0% |
| 5Y | +53.4% | +6.9% | +46.5% | +39.1% |
| 10Y | +219.2% | -46.3% | +265.5% | +256.3% |
| All | +348.0% | +21.7% | +326.4% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling