+35.8%
XLC vs TAP
+2.0%
+33.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +1.2% |
| 7D | +4.9% | +0.5% | +4.4% | +4.7% |
| 30D | -5.8% | +9.1% | -15.0% | -7.4% |
| 3M | -5.4% | -3.8% | -1.6% | -5.0% |
| 6M | -10.2% | -3.4% | -6.7% | -9.9% |
| YTD | -10.2% | -10.6% | +0.5% | -9.1% |
| 1Y | -5.6% | -4.4% | -1.2% | -5.9% |
| 3Y | +61.0% | -24.4% | +85.4% | +67.0% |
| All | +35.8% | +2.0% | +33.9% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling