+87.1%
VTRS vs TAP
-32.3%
+119.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | -2.2% | -3.9% | +1.7% | -1.0% |
| 30D | +3.3% | -5.3% | +8.6% | +4.9% |
| 3M | +2.0% | -3.8% | +5.8% | +2.7% |
| 6M | +19.9% | -11.4% | +31.3% | +23.8% |
| YTD | +35.7% | -13.7% | +49.5% | +40.4% |
| 1Y | +68.1% | -17.2% | +85.3% | +76.1% |
| 3Y | +87.1% | -33.1% | +120.1% | +101.7% |
| All | +87.1% | -32.3% | +119.3% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling