+896.5%
XLV vs TAP
+156.1%
+740.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -3.7% | -5.1% | +1.4% | -2.6% |
| 30D | -1.1% | -8.4% | +7.3% | +0.7% |
| 3M | +8.2% | -3.9% | +12.2% | +9.0% |
| 6M | +8.9% | -14.4% | +23.3% | +12.1% |
| YTD | +8.5% | -14.7% | +23.3% | +11.6% |
| 1Y | +22.3% | -18.7% | +41.0% | +26.8% |
| 3Y | +32.6% | -32.6% | +65.3% | +41.7% |
| 5Y | +34.4% | -1.4% | +35.8% | +30.5% |
| 10Y | +175.4% | -50.4% | +225.8% | +195.5% |
| All | +896.5% | +156.1% | +740.4% | +673.1% |
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