+124.6%
XLP vs TAP
-49.3%
+173.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | 0.0% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | +10.3% | +9.1% | +1.1% | +7.5% |
| 3M | +6.5% | -3.8% | +10.3% | +7.4% |
| 6M | +8.4% | -3.4% | +11.8% | +9.0% |
| YTD | +18.2% | -10.6% | +28.8% | +21.0% |
| 1Y | +22.4% | -4.4% | +26.8% | +22.9% |
| 3Y | +41.9% | -24.4% | +66.3% | +50.0% |
| 5Y | +40.9% | +2.1% | +38.8% | +34.8% |
| All | +124.6% | -49.3% | +173.9% | +142.0% |
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