-31.5%
XYL vs TAP
+4.4%
-35.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.0% | +1.9% | +4.4% |
| 7D | +14.5% | +9.9% | +4.6% | +12.9% |
| 30D | -1.3% | +18.1% | -19.5% | -3.1% |
| 3M | -17.0% | +3.2% | -20.2% | -17.7% |
| 6M | -11.3% | +8.4% | -19.8% | -12.3% |
| YTD | -25.0% | -4.4% | -20.6% | -27.2% |
| 1Y | -31.5% | +3.2% | -34.8% | -34.5% |
| All | -31.5% | +4.4% | -35.9% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling