+513.3%
XRT vs TAP
+93.6%
+419.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +0.8% | -2.3% | +3.1% | +1.7% |
| 30D | -4.2% | -2.1% | -2.0% | -3.5% |
| 3M | +5.1% | +6.6% | -1.5% | +2.3% |
| 6M | +2.4% | -11.5% | +13.9% | +6.7% |
| YTD | +3.2% | -10.3% | +13.5% | +6.4% |
| 1Y | +1.5% | -14.4% | +15.9% | +6.3% |
| 3Y | +40.6% | -28.3% | +68.8% | +55.0% |
| 5Y | -1.0% | +1.7% | -2.7% | -6.5% |
| 10Y | +128.4% | -49.2% | +177.6% | +163.1% |
| All | +513.3% | +93.6% | +419.7% | +290.5% |
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