+226.1%
XLI vs TAP
-46.0%
+272.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.4% |
| 7D | +3.8% | +1.3% | +2.5% | +3.3% |
| 30D | +1.0% | +5.7% | -4.7% | -1.0% |
| 3M | -8.9% | -1.9% | -7.0% | -8.9% |
| 6M | -2.3% | +0.9% | -3.2% | -3.7% |
| YTD | +9.7% | -9.5% | +19.2% | +11.3% |
| 1Y | +12.3% | -9.0% | +21.3% | +13.6% |
| 3Y | +71.5% | -22.2% | +93.7% | +79.4% |
| 5Y | +70.2% | +1.2% | +69.0% | +57.5% |
| All | +226.1% | -46.0% | +272.1% | +208.0% |
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