-100.0%
TAOP price history and return analytics
+357.8%
-457.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.2% | -11.1% |
| 7D | +3.4% | +2.9% | +0.6% | +0.3% |
| 30D | -25.0% | -2.5% | -22.5% | -23.1% |
| 3M | -67.4% | -3.3% | -64.1% | -66.2% |
| 6M | -77.4% | +1.5% | -79.0% | -77.9% |
| YTD | -78.6% | +11.4% | -89.9% | -81.2% |
| 1Y | -87.0% | +11.9% | -98.9% | -88.6% |
| 3Y | -99.4% | +73.9% | -173.3% | -99.7% |
| 5Y | -100.0% | +57.9% | -157.9% | -100.0% |
| 10Y | -100.0% | +222.6% | -322.6% | -100.0% |
| All | -100.0% | +357.8% | -457.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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