+101.4%
XLP vs TAP
-49.2%
+150.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.0% | -2.3% | +1.3% | -0.4% |
| 30D | -0.9% | -2.1% | +1.3% | -0.4% |
| 3M | +3.8% | +6.6% | -2.8% | +1.8% |
| 6M | -1.7% | -11.5% | +9.8% | +1.3% |
| YTD | +10.3% | -10.3% | +20.5% | +13.0% |
| 1Y | +7.8% | -14.4% | +22.2% | +11.6% |
| 3Y | +27.2% | -28.3% | +55.5% | +36.7% |
| 5Y | +32.5% | +1.7% | +30.8% | +26.9% |
| All | +101.4% | -49.2% | +150.5% | +120.3% |
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 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