+93.8%
VTR vs TAP
-1.4%
+95.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | +0.7% | -6.3% | +7.0% | +2.6% |
| 30D | +6.9% | +2.7% | +4.2% | +5.9% |
| 3M | +1.3% | -3.7% | +5.1% | +2.1% |
| 6M | +2.5% | -2.0% | +4.5% | +2.6% |
| YTD | +18.0% | -12.3% | +30.3% | +21.1% |
| 1Y | +19.5% | -10.1% | +29.5% | +21.4% |
| 3Y | +130.2% | -25.3% | +155.5% | +144.8% |
| 5Y | +93.8% | -1.9% | +95.8% | +81.0% |
| All | +93.8% | -1.4% | +95.3% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling