+367.0%
EXEL vs TAP
-52.1%
+419.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.5% |
| 7D | +1.4% | -2.3% | +3.7% | +1.8% |
| 30D | +6.7% | -9.4% | +16.1% | +8.6% |
| 3M | +11.5% | -0.8% | +12.3% | +11.4% |
| 6M | +38.8% | -14.7% | +53.5% | +42.4% |
| YTD | +31.6% | -13.9% | +45.5% | +34.5% |
| 1Y | +53.0% | -18.6% | +71.6% | +57.8% |
| 3Y | +160.8% | -32.0% | +192.8% | +176.7% |
| 5Y | +190.1% | -1.0% | +191.1% | +182.8% |
| 10Y | +367.0% | -51.4% | +418.3% | +312.9% |
| All | +367.0% | -52.1% | +419.0% | +312.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling