+649.7%
XLU vs TAP
+158.5%
+491.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.8% |
| 7D | +2.1% | -2.3% | +4.4% | +2.6% |
| 30D | -0.4% | -9.4% | +9.0% | +1.9% |
| 3M | +0.5% | -0.8% | +1.3% | +0.4% |
| 6M | -5.8% | -14.7% | +9.0% | -2.6% |
| YTD | +3.1% | -13.9% | +17.1% | +6.1% |
| 1Y | +8.1% | -18.6% | +26.7% | +12.4% |
| 3Y | +50.5% | -32.0% | +82.5% | +61.9% |
| 5Y | +44.7% | -1.0% | +45.7% | +39.8% |
| 10Y | +136.8% | -51.4% | +188.2% | +157.7% |
| All | +649.7% | +158.5% | +491.3% | +441.6% |
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