+164.5%
XLB vs TAP
-51.4%
+215.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.8% |
| 7D | -2.9% | -5.1% | +2.1% | -1.3% |
| 30D | -3.4% | -8.4% | +5.1% | -0.6% |
| 3M | +1.6% | -3.9% | +5.5% | +2.6% |
| 6M | +3.6% | -14.4% | +18.0% | +8.4% |
| YTD | +14.2% | -14.7% | +29.0% | +19.3% |
| 1Y | +15.6% | -18.7% | +34.3% | +22.2% |
| 3Y | +33.1% | -32.6% | +65.7% | +48.1% |
| 5Y | +35.0% | -1.4% | +36.5% | +28.0% |
| 10Y | +164.5% | -50.4% | +214.9% | +163.7% |
| All | +164.5% | -51.4% | +215.9% | +163.7% |
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 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