+96.3%
VTR vs TAP
-49.9%
+146.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | -0.3% | -3.9% | +3.6% | +1.3% |
| 30D | +1.1% | -5.3% | +6.4% | +3.2% |
| 3M | +7.9% | -3.8% | +11.7% | +9.2% |
| 6M | +6.2% | -11.4% | +17.5% | +10.9% |
| YTD | +17.7% | -13.7% | +31.5% | +23.6% |
| 1Y | +32.9% | -17.2% | +50.1% | +41.3% |
| 3Y | +129.7% | -33.1% | +162.7% | +163.7% |
| 5Y | +89.3% | +0.8% | +88.5% | +71.8% |
| All | +96.3% | -49.9% | +146.2% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling