+1,190.7%
VUG vs TAP
+141.7%
+1,049.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.1% |
| 7D | +0.5% | -7.8% | +8.3% | +2.6% |
| 30D | -8.2% | +7.1% | -15.3% | -10.2% |
| 3M | -5.4% | -7.0% | +1.6% | -4.1% |
| 6M | -2.5% | -3.8% | +1.3% | -2.6% |
| YTD | +4.2% | -11.7% | +15.9% | +5.9% |
| 1Y | +5.0% | -10.1% | +15.1% | +6.1% |
| 3Y | +81.7% | -23.7% | +105.4% | +88.8% |
| 5Y | +62.5% | +2.9% | +59.6% | +51.3% |
| 10Y | +396.3% | -49.5% | +445.8% | +446.0% |
| All | +1,190.7% | +141.7% | +1,049.0% | +769.9% |
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