+1,155.8%
VUG vs TAP
+144.6%
+1,011.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +2.1% |
| 7D | -3.4% | +0.5% | -3.9% | -3.7% |
| 30D | -11.1% | +9.1% | -20.2% | -13.5% |
| 3M | -7.2% | -3.8% | -3.5% | -6.8% |
| 6M | -4.1% | -3.4% | -0.7% | -4.3% |
| YTD | +1.4% | -10.6% | +12.0% | +2.8% |
| 1Y | +1.9% | -4.4% | +6.3% | +1.1% |
| 3Y | +77.7% | -24.4% | +102.1% | +85.3% |
| 5Y | +57.6% | +2.1% | +55.5% | +47.2% |
| 10Y | +398.6% | -48.7% | +447.3% | +446.2% |
| All | +1,155.8% | +144.6% | +1,011.2% | +743.8% |
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