+816.1%
XLB vs TAP
+168.4%
+647.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.7% |
| 7D | -1.5% | +0.5% | -2.0% | -1.8% |
| 30D | +6.1% | +9.1% | -3.1% | +2.9% |
| 3M | 0.0% | -3.8% | +3.8% | +0.9% |
| 6M | 0.0% | -3.4% | +3.4% | +0.3% |
| YTD | +16.0% | -10.6% | +26.7% | +18.8% |
| 1Y | +24.7% | -4.4% | +29.1% | +24.7% |
| 3Y | +40.4% | -24.4% | +64.7% | +49.3% |
| 5Y | +30.7% | +2.1% | +28.6% | +23.7% |
| 10Y | +173.3% | -48.7% | +222.0% | +205.0% |
| All | +816.1% | +168.4% | +647.7% | +476.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling