+311.7%
EXEL vs TAP
-46.0%
+357.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.8% |
| 7D | -0.8% | +1.3% | -2.1% | -1.1% |
| 30D | +13.1% | +5.7% | +7.4% | +11.7% |
| 3M | +36.3% | -1.9% | +38.2% | +36.4% |
| 6M | +34.5% | +0.9% | +33.6% | +33.6% |
| YTD | +57.4% | -9.5% | +66.9% | +59.1% |
| 1Y | +62.9% | -9.0% | +71.9% | +64.2% |
| 3Y | +229.5% | -22.2% | +251.8% | +240.6% |
| 5Y | +281.2% | +1.2% | +280.0% | +268.9% |
| All | +311.7% | -46.0% | +357.7% | +279.4% |
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