+141.4%
XLC vs TAP
-26.5%
+167.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.5% |
| 7D | +0.6% | -2.3% | +2.9% | +1.1% |
| 30D | +0.2% | -9.4% | +9.6% | +2.4% |
| 3M | +0.6% | -0.8% | +1.4% | +0.6% |
| 6M | -4.5% | -14.7% | +10.2% | -1.4% |
| YTD | -4.7% | -13.9% | +9.2% | -2.2% |
| 1Y | -1.7% | -18.6% | +17.0% | +2.0% |
| 3Y | +72.3% | -32.0% | +104.3% | +84.5% |
| 5Y | +37.8% | -1.0% | +38.7% | +31.7% |
| All | +141.4% | -26.5% | +167.8% | +127.6% |
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 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