+163.9%
XLE vs TAP
-49.5%
+213.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -7.9% | -7.8% | -0.1% | -5.0% |
| 30D | -4.8% | +7.1% | -11.9% | -8.0% |
| 3M | +8.4% | -7.0% | +15.4% | +10.5% |
| 6M | +12.7% | -3.8% | +16.5% | +12.6% |
| YTD | +41.3% | -11.7% | +53.0% | +45.3% |
| 1Y | +42.3% | -10.1% | +52.4% | +44.9% |
| 3Y | +65.1% | -23.7% | +88.8% | +75.9% |
| 5Y | +150.2% | +2.9% | +147.3% | +119.1% |
| 10Y | +163.9% | -49.5% | +213.4% | +143.0% |
| All | +163.9% | -49.5% | +213.4% | +143.0% |
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 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