+22.7%
XLP vs TAP
-7.2%
+29.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.4% |
| 7D | +2.5% | +1.3% | +1.3% | +2.1% |
| 30D | +7.3% | +5.7% | +1.6% | +5.5% |
| 3M | +8.1% | -1.9% | +10.0% | +8.5% |
| 6M | +10.5% | +0.9% | +9.5% | +9.7% |
| YTD | +21.2% | -9.5% | +30.7% | +22.9% |
| 1Y | +22.7% | -9.0% | +31.7% | +24.4% |
| All | +22.7% | -7.2% | +29.9% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling