+2,059.6%
XEL vs TAP
+803.5%
+1,256.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +1.4% | -6.3% | +7.7% | +2.5% |
| 30D | +9.2% | +2.7% | +6.5% | +8.6% |
| 3M | +4.5% | -3.7% | +8.3% | +5.0% |
| 6M | +3.6% | -2.0% | +5.6% | +3.6% |
| YTD | +12.9% | -12.3% | +25.2% | +14.8% |
| 1Y | +4.1% | -10.1% | +14.2% | +5.3% |
| 3Y | +52.3% | -25.3% | +77.6% | +58.3% |
| 5Y | +51.6% | -1.9% | +53.6% | +49.3% |
| 10Y | +185.2% | -47.8% | +233.0% | +200.1% |
| All | +2,059.6% | +803.5% | +1,256.0% | +1,441.6% |
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