+70.8%
XLI vs TAP
+2.6%
+68.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -1.5% | -4.5% | +3.0% | -0.7% |
| 30D | -0.3% | +7.5% | -7.8% | -1.9% |
| 3M | -8.4% | -4.9% | -3.5% | -7.7% |
| 6M | -2.1% | -3.5% | +1.4% | -2.0% |
| YTD | +9.6% | -11.4% | +21.1% | +11.3% |
| 1Y | +10.7% | -10.8% | +21.5% | +12.1% |
| 3Y | +71.6% | -24.5% | +96.0% | +79.0% |
| 5Y | +70.8% | +2.5% | +68.3% | +56.3% |
| All | +70.8% | +2.6% | +68.1% | +56.3% |
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