+92.0%
EXEL vs TAP
+4.4%
+87.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.6% |
| 7D | +9.8% | +9.9% | -0.2% | +9.6% |
| 30D | +23.6% | +18.1% | +5.5% | +23.6% |
| 3M | +29.9% | +3.2% | +26.7% | +29.6% |
| 6M | +64.7% | +8.4% | +56.3% | +64.5% |
| YTD | +66.0% | -4.4% | +70.4% | +67.5% |
| 1Y | +92.0% | +3.2% | +88.7% | +92.2% |
| All | +92.0% | +4.4% | +87.6% | +92.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling