+1,481.1%
VTR vs TAP
+570.3%
+910.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.7% | -2.3% | +0.6% | -1.0% |
| 30D | -2.4% | -2.1% | -0.3% | -1.9% |
| 3M | +14.8% | +6.6% | +8.2% | +12.4% |
| 6M | +5.3% | -11.5% | +16.8% | +8.7% |
| YTD | +18.1% | -10.3% | +28.4% | +20.9% |
| 1Y | +36.7% | -14.4% | +51.1% | +41.5% |
| 3Y | +130.1% | -28.3% | +158.4% | +148.3% |
| 5Y | +89.5% | +1.7% | +87.8% | +81.5% |
| 10Y | +87.4% | -49.2% | +136.6% | +106.8% |
| All | +1,481.1% | +570.3% | +910.8% | +879.2% |
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