+43.2%
XLB vs TAP
-22.2%
+65.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.9% |
| 7D | +0.5% | +1.3% | -0.7% | +0.2% |
| 30D | +5.2% | +5.7% | -0.6% | +3.8% |
| 3M | +0.3% | -1.9% | +2.2% | +0.5% |
| 6M | +1.2% | +0.9% | +0.2% | +0.6% |
| YTD | +16.6% | -9.5% | +26.2% | +18.4% |
| 1Y | +21.4% | -9.0% | +30.4% | +23.0% |
| 3Y | +43.2% | -22.2% | +65.5% | +46.6% |
| All | +43.2% | -22.2% | +65.4% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling