+11.0%
XLI vs TAP
-13.1%
+24.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +4.3% | -6.3% | +10.6% | +4.2% |
| 30D | +0.5% | +2.7% | -2.2% | +0.5% |
| 3M | -8.6% | -3.7% | -4.9% | -8.5% |
| 6M | -2.3% | -2.0% | -0.3% | -2.2% |
| YTD | +10.1% | -12.3% | +22.4% | +10.3% |
| 1Y | +11.0% | -10.1% | +21.1% | +10.8% |
| All | +11.0% | -13.1% | +24.1% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling