+327.8%
VWO vs TAP
+78.0%
+249.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +1.1% |
| 7D | +0.9% | -2.3% | +3.2% | +1.7% |
| 30D | +1.3% | -9.4% | +10.7% | +4.6% |
| 3M | +5.1% | -0.8% | +5.9% | +4.6% |
| 6M | +12.5% | -14.7% | +27.3% | +17.8% |
| YTD | +14.0% | -13.9% | +28.0% | +18.4% |
| 1Y | +19.7% | -18.6% | +38.3% | +26.3% |
| 3Y | +66.8% | -32.0% | +98.8% | +83.8% |
| 5Y | +36.2% | -1.0% | +37.2% | +25.1% |
| 10Y | +111.0% | -51.4% | +162.4% | +147.3% |
| All | +327.8% | +78.0% | +249.8% | +133.6% |
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