+179.2%
XLE vs TAP
-46.0%
+225.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.3% | -0.3% |
| 7D | +5.4% | +1.3% | +4.2% | +4.9% |
| 30D | -3.9% | +5.7% | -9.7% | -6.7% |
| 3M | +7.0% | -1.9% | +8.9% | +6.8% |
| 6M | +14.2% | +0.9% | +13.3% | +12.0% |
| YTD | +48.2% | -9.5% | +57.7% | +50.8% |
| 1Y | +47.7% | -9.0% | +56.6% | +49.7% |
| 3Y | +70.0% | -22.2% | +92.2% | +79.9% |
| 5Y | +169.1% | +1.2% | +167.9% | +138.6% |
| All | +179.2% | -46.0% | +225.2% | +157.7% |
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