+50.7%
XRT vs TAP
-23.7%
+74.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -0.4% |
| 7D | +0.9% | +0.5% | +0.4% | +0.7% |
| 30D | +7.9% | +9.1% | -1.2% | +5.2% |
| 3M | -0.2% | -3.8% | +3.6% | +0.8% |
| 6M | +5.6% | -3.4% | +9.0% | +6.3% |
| YTD | +5.7% | -10.6% | +16.3% | +8.0% |
| 1Y | +14.6% | -4.4% | +19.0% | +14.4% |
| 3Y | +50.7% | -24.4% | +75.0% | +51.4% |
| All | +50.7% | -23.7% | +74.3% | +51.4% |
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