+1,250.4%
VUG vs TAP
+145.6%
+1,104.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.1% | -2.3% | +2.2% | +0.5% |
| 30D | -0.3% | -2.1% | +1.8% | +0.1% |
| 3M | -0.7% | +6.6% | -7.3% | -2.9% |
| 6M | +14.6% | -11.5% | +26.1% | +17.6% |
| YTD | +9.0% | -10.3% | +19.3% | +10.9% |
| 1Y | +14.9% | -14.4% | +29.3% | +18.0% |
| 3Y | +86.0% | -28.3% | +114.3% | +97.7% |
| 5Y | +76.7% | +1.7% | +75.0% | +65.7% |
| 10Y | +411.3% | -49.2% | +460.5% | +464.4% |
| All | +1,250.4% | +145.6% | +1,104.8% | +810.6% |
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