+164.7%
XLB vs TAP
-47.7%
+212.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | 0.0% | -6.3% | +6.3% | +2.2% |
| 30D | +5.3% | +2.7% | +2.6% | +4.1% |
| 3M | 0.0% | -3.7% | +3.7% | +0.8% |
| 6M | +1.2% | -2.0% | +3.3% | +1.1% |
| YTD | +16.9% | -12.3% | +29.2% | +20.6% |
| 1Y | +20.9% | -10.1% | +31.0% | +23.4% |
| 3Y | +43.3% | -25.3% | +68.6% | +53.5% |
| 5Y | +28.3% | -1.9% | +30.3% | +21.7% |
| All | +164.7% | -47.7% | +212.4% | +163.4% |
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