+61.0%
XLC vs TAP
-23.7%
+84.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +1.0% |
| 7D | +4.9% | +0.5% | +4.4% | +4.8% |
| 30D | -5.8% | +9.1% | -15.0% | -6.9% |
| 3M | -5.4% | -3.8% | -1.6% | -5.1% |
| 6M | -10.2% | -3.4% | -6.7% | -10.0% |
| YTD | -10.2% | -10.6% | +0.5% | -9.6% |
| 1Y | -5.6% | -4.4% | -1.2% | -5.9% |
| 3Y | +61.0% | -24.4% | +85.4% | +66.9% |
| All | +61.0% | -23.7% | +84.7% | +66.9% |
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