+233.8%
EXEL vs TAP
-23.7%
+257.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.9% |
| 7D | +0.3% | +0.5% | -0.3% | +0.1% |
| 30D | +19.0% | +9.1% | +9.9% | +17.5% |
| 3M | +33.3% | -3.8% | +37.1% | +33.7% |
| 6M | +42.9% | -3.4% | +46.3% | +43.0% |
| YTD | +58.7% | -10.6% | +69.4% | +60.4% |
| 1Y | +70.5% | -4.4% | +74.9% | +69.3% |
| 3Y | +233.8% | -24.4% | +258.2% | +238.1% |
| All | +233.8% | -23.7% | +257.5% | +238.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling