+228.8%
VTV vs TAP
-46.0%
+274.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.7% |
| 7D | +2.9% | +1.3% | +1.7% | +2.5% |
| 30D | +3.8% | +5.7% | -1.9% | +1.8% |
| 3M | +1.6% | -1.9% | +3.5% | +1.7% |
| 6M | +11.2% | +0.9% | +10.3% | +9.9% |
| YTD | +22.0% | -9.5% | +31.5% | +23.9% |
| 1Y | +24.9% | -9.0% | +33.8% | +26.5% |
| 3Y | +78.5% | -22.2% | +100.7% | +86.9% |
| 5Y | +77.8% | +1.2% | +76.5% | +66.0% |
| All | +228.8% | -46.0% | +274.8% | +216.3% |
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