+110.6%
XLRE vs TAP
-34.3%
+144.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -1.2% | -2.3% | +1.1% | -0.6% |
| 30D | -2.8% | -2.1% | -0.7% | -2.3% |
| 3M | -0.2% | +6.6% | -6.8% | -2.4% |
| 6M | +1.9% | -11.5% | +13.4% | +5.3% |
| YTD | +10.6% | -10.3% | +20.8% | +13.3% |
| 1Y | +8.8% | -14.4% | +23.2% | +12.8% |
| 3Y | +31.5% | -28.3% | +59.8% | +42.3% |
| 5Y | +6.6% | +1.7% | +4.9% | +1.2% |
| 10Y | +84.0% | -49.2% | +133.2% | +92.5% |
| All | +110.6% | -34.3% | +144.9% | +112.8% |
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