+300.1%
EXEL vs TAP
+207.6%
+92.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +8.4% | -2.3% | +10.7% | +9.2% |
| 30D | +4.1% | -2.1% | +6.2% | +4.7% |
| 3M | +12.4% | +6.6% | +5.8% | +9.3% |
| 6M | +41.5% | -11.5% | +53.0% | +46.4% |
| YTD | +34.6% | -10.3% | +44.9% | +38.0% |
| 1Y | +57.9% | -14.4% | +72.3% | +63.8% |
| 3Y | +159.5% | -28.3% | +187.8% | +182.2% |
| 5Y | +198.5% | +1.7% | +196.8% | +176.5% |
| 10Y | +411.4% | -49.2% | +460.6% | +480.6% |
| All | +300.1% | +207.6% | +92.5% | +152.7% |
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