+28.4%
XLY vs TAP
-0.1%
+28.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | -1.7% | -3.9% | +2.2% | -0.8% |
| 30D | -4.2% | -5.3% | +1.1% | -3.1% |
| 3M | -2.7% | -3.8% | +1.1% | -2.0% |
| 6M | -0.6% | -11.4% | +10.7% | +1.8% |
| YTD | -5.0% | -13.7% | +8.7% | -2.5% |
| 1Y | -4.1% | -17.2% | +13.1% | -0.7% |
| 3Y | +33.6% | -33.1% | +66.7% | +45.2% |
| All | +28.4% | -0.1% | +28.5% | +24.2% |
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