+44.4%
XLU vs TAP
-2.6%
+47.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.2% | -5.3% | +4.1% | -0.2% |
| 30D | -2.5% | -7.4% | +4.8% | -1.2% |
| 3M | -2.7% | -4.9% | +2.2% | -2.0% |
| 6M | -7.5% | -14.2% | +6.8% | -5.0% |
| YTD | +0.9% | -14.8% | +15.8% | +3.5% |
| 1Y | +3.3% | -18.1% | +21.4% | +6.6% |
| 3Y | +47.3% | -32.7% | +80.0% | +57.7% |
| 5Y | +44.4% | -0.5% | +44.9% | +42.7% |
| All | +44.4% | -2.6% | +47.0% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling