+218.0%
XLE vs TAP
+2.2%
+215.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +2.2% | -2.3% | +4.5% | +2.7% |
| 30D | +11.8% | -2.1% | +13.9% | +12.1% |
| 3M | +9.8% | +6.6% | +3.2% | +7.8% |
| 6M | +15.6% | -11.5% | +27.1% | +18.4% |
| YTD | +45.3% | -10.3% | +55.5% | +47.8% |
| 1Y | +48.3% | -14.4% | +62.7% | +52.4% |
| 3Y | +55.4% | -28.3% | +83.7% | +66.1% |
| All | +218.0% | +2.2% | +215.8% | +181.0% |
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