+145.6%
XLK vs TAP
-2.6%
+148.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.4% | -5.3% | +4.8% | +0.1% |
| 30D | -0.5% | -7.4% | +6.9% | +0.2% |
| 3M | +5.0% | -4.9% | +9.9% | +5.2% |
| 6M | +32.9% | -14.2% | +47.1% | +34.9% |
| YTD | +29.0% | -14.8% | +43.8% | +30.5% |
| 1Y | +37.8% | -18.1% | +55.9% | +40.3% |
| 3Y | +118.7% | -32.7% | +151.4% | +130.3% |
| 5Y | +145.6% | -0.5% | +146.0% | +133.6% |
| All | +145.6% | -2.6% | +148.1% | +133.6% |
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