+528.0%
XRT vs TAP
+92.8%
+435.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | 0.0% |
| 7D | +0.9% | +0.5% | +0.4% | +0.6% |
| 30D | +7.9% | +9.1% | -1.2% | +4.2% |
| 3M | -0.2% | -3.8% | +3.6% | +1.0% |
| 6M | +5.6% | -3.4% | +9.0% | +6.4% |
| YTD | +5.7% | -10.6% | +16.3% | +8.9% |
| 1Y | +14.6% | -4.4% | +19.0% | +14.8% |
| 3Y | +50.7% | -24.4% | +75.0% | +62.6% |
| 5Y | -4.8% | +2.1% | -6.9% | -10.4% |
| 10Y | +152.6% | -48.7% | +201.4% | +189.5% |
| All | +528.0% | +92.8% | +435.3% | +299.6% |
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