+31.0%
XLV vs TAP
-33.1%
+64.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -4.4% | -5.3% | +0.9% | -3.5% |
| 30D | -1.4% | -7.4% | +6.0% | -0.2% |
| 3M | +8.9% | -4.9% | +13.8% | +9.6% |
| 6M | +9.1% | -14.2% | +23.3% | +11.5% |
| YTD | +7.9% | -14.8% | +22.8% | +10.2% |
| 1Y | +22.7% | -18.1% | +40.8% | +26.1% |
| All | +31.0% | -33.1% | +64.1% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling