+150.2%
XYL vs TAP
-51.4%
+201.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.8% |
| 7D | +0.8% | -5.1% | +5.9% | +2.4% |
| 30D | -10.8% | -8.4% | -2.4% | -8.5% |
| 3M | -2.5% | -3.9% | +1.4% | -1.6% |
| 6M | -12.2% | -14.4% | +2.2% | -8.4% |
| YTD | -20.1% | -14.7% | -5.3% | -17.0% |
| 1Y | -20.6% | -18.7% | -2.0% | -16.6% |
| 3Y | +17.3% | -32.6% | +50.0% | +29.4% |
| 5Y | -14.5% | -1.4% | -13.1% | -20.3% |
| 10Y | +150.2% | -50.4% | +200.6% | +132.1% |
| All | +150.2% | -51.4% | +201.6% | +132.1% |
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