+88.7%
VUG vs TAP
-27.5%
+116.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.1% | -2.3% | +2.2% | -0.1% |
| 30D | -0.3% | -2.1% | +1.8% | -0.3% |
| 3M | -0.7% | +6.6% | -7.3% | -0.9% |
| 6M | +14.6% | -11.5% | +26.1% | +15.3% |
| YTD | +9.0% | -10.3% | +19.3% | +9.3% |
| 1Y | +14.9% | -14.4% | +29.3% | +15.7% |
| All | +88.7% | -27.5% | +116.2% | +93.5% |
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