+149.9%
XLE vs TAP
+2.0%
+148.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.8% |
| 7D | -12.0% | +0.5% | -12.5% | -12.3% |
| 30D | -2.7% | +9.1% | -11.9% | -4.8% |
| 3M | +6.6% | -3.8% | +10.4% | +6.9% |
| 6M | +9.5% | -3.4% | +13.0% | +9.6% |
| YTD | +40.6% | -10.6% | +51.2% | +42.6% |
| 1Y | +43.6% | -4.4% | +48.0% | +43.1% |
| 3Y | +58.1% | -24.4% | +82.4% | +65.7% |
| All | +149.9% | +2.0% | +148.0% | +121.0% |
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