+64.4%
XLF vs TAP
-0.5%
+64.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -1.0% | -5.1% | +4.0% | +0.2% |
| 30D | -1.3% | -8.4% | +7.1% | +0.7% |
| 3M | +9.1% | -3.9% | +13.1% | +9.8% |
| 6M | +14.4% | -14.4% | +28.7% | +18.1% |
| YTD | +5.1% | -14.7% | +19.8% | +8.1% |
| 1Y | +8.6% | -18.7% | +27.3% | +13.0% |
| 3Y | +74.4% | -32.6% | +107.1% | +89.3% |
| 5Y | +64.4% | -1.4% | +65.8% | +49.4% |
| All | +64.4% | -0.5% | +64.9% | +49.4% |
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