+29.0%
XEL vs TAP
-0.5%
+29.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +0.9% | -5.1% | +6.0% | +2.1% |
| 30D | -0.9% | -8.4% | +7.6% | +1.1% |
| 3M | -1.4% | -3.9% | +2.5% | -0.8% |
| 6M | -5.8% | -14.4% | +8.6% | -2.7% |
| YTD | +4.7% | -14.7% | +19.4% | +7.9% |
| 1Y | +9.1% | -18.7% | +27.7% | +13.5% |
| 3Y | +47.8% | -32.6% | +80.5% | +60.2% |
| 5Y | +29.0% | -1.4% | +30.4% | +29.6% |
| All | +29.0% | -0.5% | +29.5% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling