+114.5%
XLRE vs TAP
-33.8%
+148.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.9% |
| 7D | +0.8% | +1.3% | -0.4% | +0.4% |
| 30D | +6.9% | +5.7% | +1.2% | +4.9% |
| 3M | -0.8% | -1.9% | +1.1% | -0.7% |
| 6M | +2.1% | +0.9% | +1.2% | +1.1% |
| YTD | +12.6% | -9.5% | +22.1% | +14.7% |
| 1Y | +12.5% | -9.0% | +21.5% | +14.2% |
| 3Y | +44.2% | -22.2% | +66.5% | +51.7% |
| 5Y | +9.1% | +1.2% | +7.9% | +3.8% |
| 10Y | +111.8% | -46.1% | +157.9% | +116.9% |
| All | +114.5% | -33.8% | +148.3% | +115.5% |
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