+107.0%
XYL vs TAP
-48.8%
+155.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | +0.6% | -4.5% | +5.1% | +2.1% |
| 30D | -5.7% | +7.5% | -13.2% | -7.8% |
| 3M | -19.8% | -4.9% | -14.9% | -18.7% |
| 6M | -14.2% | -3.5% | -10.7% | -13.6% |
| YTD | -28.1% | -11.4% | -16.7% | -26.2% |
| 1Y | -35.0% | -10.8% | -24.2% | -33.6% |
| 3Y | +2.1% | -24.5% | +26.6% | +8.3% |
| 5Y | -22.1% | +2.5% | -24.6% | -28.2% |
| 10Y | +107.0% | -47.6% | +154.5% | +91.6% |
| All | +107.0% | -48.8% | +155.8% | +91.6% |
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 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