-4.5%
XRT vs TAP
+0.6%
-5.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.7% |
| 7D | +1.7% | +1.3% | +0.5% | +1.3% |
| 30D | +7.5% | +5.7% | +1.8% | +5.4% |
| 3M | +2.2% | -1.9% | +4.1% | +2.6% |
| 6M | +14.7% | +0.9% | +13.7% | +13.7% |
| YTD | +7.5% | -9.5% | +17.0% | +9.9% |
| 1Y | +14.1% | -9.0% | +23.1% | +16.3% |
| 3Y | +58.8% | -22.2% | +81.0% | +68.2% |
| All | -4.5% | +0.6% | -5.1% | -11.0% |
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