+561.3%
XLP vs TAP
+181.1%
+380.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.2% |
| 7D | +3.5% | +7.7% | -4.2% | +1.5% |
| 30D | +11.6% | +14.4% | -2.9% | +7.7% |
| 3M | +7.6% | +2.0% | +5.6% | +6.9% |
| 6M | +10.0% | +2.5% | +7.6% | +9.0% |
| YTD | +19.7% | -6.4% | +26.2% | +21.0% |
| 1Y | +23.5% | -2.3% | +25.8% | +23.2% |
| 3Y | +44.0% | -20.3% | +64.3% | +49.6% |
| 5Y | +42.7% | +6.9% | +35.8% | +36.0% |
| 10Y | +131.3% | -46.3% | +177.7% | +148.9% |
| All | +561.3% | +181.1% | +380.2% | +334.5% |
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