+1,890.4%
XEL vs TAP
+825.0%
+1,065.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.0% | -2.3% | +1.4% | -0.6% |
| 30D | -1.9% | -2.1% | +0.2% | -1.6% |
| 3M | -1.9% | +6.6% | -8.5% | -3.1% |
| 6M | -7.4% | -11.5% | +4.0% | -5.7% |
| YTD | +4.1% | -10.3% | +14.3% | +5.6% |
| 1Y | +8.0% | -14.4% | +22.4% | +10.3% |
| 3Y | +48.4% | -28.3% | +76.7% | +55.4% |
| 5Y | +27.2% | +1.7% | +25.5% | +24.6% |
| 10Y | +146.8% | -49.2% | +196.0% | +161.0% |
| All | +1,890.4% | +825.0% | +1,065.4% | +1,317.5% |
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