+241.1%
XHB vs TAP
-48.8%
+289.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -3.0% | -2.8% |
| 7D | +1.2% | -4.5% | +5.7% | +2.9% |
| 30D | +8.9% | +7.5% | +1.4% | +5.9% |
| 3M | -4.2% | -4.9% | +0.7% | -2.6% |
| 6M | +1.4% | -3.5% | +4.8% | +2.0% |
| YTD | +1.2% | -11.4% | +12.6% | +4.8% |
| 1Y | -1.3% | -10.8% | +9.5% | +1.8% |
| 3Y | +36.6% | -24.5% | +61.0% | +47.6% |
| 5Y | +34.3% | +2.5% | +31.8% | +27.0% |
| 10Y | +241.1% | -47.6% | +288.6% | +247.6% |
| All | +241.1% | -48.8% | +289.9% | +247.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling