+99.4%
XYL vs TAP
-46.0%
+145.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.1% | -0.9% |
| 7D | -3.7% | +1.3% | -5.0% | -4.1% |
| 30D | -8.3% | +5.7% | -14.1% | -9.9% |
| 3M | -21.4% | -1.9% | -19.5% | -21.1% |
| 6M | -12.9% | +0.9% | -13.9% | -13.6% |
| YTD | -30.1% | -9.5% | -20.6% | -28.8% |
| 1Y | -35.2% | -9.0% | -26.2% | -34.1% |
| 3Y | -0.8% | -22.2% | +21.5% | +4.2% |
| 5Y | -23.2% | +1.2% | -24.5% | -28.8% |
| All | +99.4% | -46.0% | +145.4% | +84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling