+160.2%
VXUS vs TAP
+27.8%
+132.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +1.3% |
| 7D | -1.8% | +0.5% | -2.3% | -2.0% |
| 30D | -4.6% | +9.1% | -13.7% | -7.1% |
| 3M | -6.1% | -3.8% | -2.3% | -5.6% |
| 6M | -4.9% | -3.4% | -1.5% | -4.9% |
| YTD | +8.1% | -10.6% | +18.7% | +9.8% |
| 1Y | +12.1% | -4.4% | +16.5% | +11.5% |
| 3Y | +63.9% | -24.4% | +88.2% | +71.6% |
| 5Y | +43.1% | +2.1% | +41.0% | +33.6% |
| 10Y | +139.2% | -48.7% | +188.0% | +166.2% |
| All | +160.2% | +27.8% | +132.4% | +60.5% |
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 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