+788.5%
XLK vs TAP
-49.9%
+838.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | +0.2% | -3.9% | +4.1% | +1.0% |
| 30D | -0.6% | -5.3% | +4.6% | +0.3% |
| 3M | +2.6% | -3.8% | +6.3% | +2.8% |
| 6M | +34.0% | -11.4% | +45.3% | +36.4% |
| YTD | +30.7% | -13.7% | +44.4% | +33.2% |
| 1Y | +39.2% | -17.2% | +56.4% | +42.9% |
| 3Y | +120.4% | -33.1% | +153.5% | +135.4% |
| 5Y | +148.8% | +0.8% | +148.0% | +134.3% |
| All | +788.5% | -49.9% | +838.4% | +825.4% |
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 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