+167.7%
XLB vs TAP
-49.5%
+217.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | -1.4% | -7.8% | +6.5% | +1.3% |
| 30D | +7.1% | +7.1% | 0.0% | +4.5% |
| 3M | +0.6% | -7.0% | +7.7% | +2.6% |
| 6M | +3.5% | -3.8% | +7.3% | +4.0% |
| YTD | +18.2% | -11.7% | +29.9% | +21.6% |
| 1Y | +25.6% | -10.1% | +35.7% | +28.2% |
| 3Y | +46.7% | -23.7% | +70.4% | +55.9% |
| 5Y | +30.9% | +2.9% | +28.0% | +22.1% |
| 10Y | +167.7% | -49.5% | +217.2% | +164.8% |
| All | +167.7% | -49.5% | +217.2% | +164.8% |
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