+725.0%
VTV vs TAP
+145.6%
+579.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | +0.5% | -2.3% | +2.8% | +1.3% |
| 30D | +1.1% | -2.1% | +3.2% | +1.7% |
| 3M | +5.9% | +6.6% | -0.7% | +3.1% |
| 6M | +11.6% | -11.5% | +23.1% | +15.3% |
| YTD | +19.8% | -10.3% | +30.1% | +22.7% |
| 1Y | +26.2% | -14.4% | +40.6% | +30.9% |
| 3Y | +68.5% | -28.3% | +96.7% | +82.5% |
| 5Y | +79.9% | +1.7% | +78.2% | +68.2% |
| 10Y | +229.7% | -49.2% | +278.9% | +269.0% |
| All | +725.0% | +145.6% | +579.4% | +453.9% |
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