+386.4%
EXEL vs TAP
+202.6%
+183.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.5% |
| 7D | +2.3% | -7.8% | +10.1% | +5.2% |
| 30D | +19.8% | +7.1% | +12.7% | +16.6% |
| 3M | +32.7% | -7.0% | +39.7% | +35.3% |
| 6M | +49.0% | -3.8% | +52.8% | +49.4% |
| YTD | +63.7% | -11.7% | +75.4% | +67.9% |
| 1Y | +75.8% | -10.1% | +85.9% | +78.6% |
| 3Y | +241.3% | -23.7% | +265.0% | +261.3% |
| 5Y | +289.0% | +2.9% | +286.1% | +257.9% |
| 10Y | +377.6% | -49.5% | +427.1% | +442.2% |
| All | +386.4% | +202.6% | +183.7% | +207.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling