+1,477.5%
XLK vs TAP
+158.5%
+1,319.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.2% |
| 7D | +2.3% | -2.3% | +4.6% | +2.8% |
| 30D | -0.1% | -9.4% | +9.3% | +1.9% |
| 3M | +2.1% | -0.8% | +2.9% | +1.7% |
| 6M | +37.2% | -14.7% | +51.9% | +40.9% |
| YTD | +30.8% | -13.9% | +44.8% | +33.6% |
| 1Y | +42.6% | -18.6% | +61.2% | +47.0% |
| 3Y | +121.8% | -32.0% | +153.8% | +135.2% |
| 5Y | +145.7% | -1.0% | +146.7% | +135.3% |
| 10Y | +782.1% | -51.4% | +833.4% | +849.4% |
| All | +1,477.5% | +158.5% | +1,319.0% | +1,112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling