+1,466.8%
VTR vs TAP
+575.9%
+890.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.8% |
| 7D | +0.2% | +1.3% | -1.1% | -0.2% |
| 30D | +5.5% | +5.7% | -0.3% | +3.5% |
| 3M | -0.9% | -1.9% | +1.0% | -0.7% |
| 6M | -0.4% | +0.9% | -1.4% | -1.2% |
| YTD | +17.0% | -9.5% | +26.5% | +19.2% |
| 1Y | +18.0% | -9.0% | +26.9% | +19.8% |
| 3Y | +127.4% | -22.2% | +149.6% | +139.0% |
| 5Y | +92.3% | +1.2% | +91.0% | +84.1% |
| 10Y | +129.6% | -46.1% | +175.7% | +149.0% |
| All | +1,466.8% | +575.9% | +890.9% | +865.4% |
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 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