-35.0%
XYL vs TAP
-9.9%
-25.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | +0.6% | -4.5% | +5.1% | +1.4% |
| 30D | -5.7% | +7.5% | -13.2% | -6.0% |
| 3M | -19.8% | -4.9% | -14.9% | -19.4% |
| 6M | -14.2% | -3.5% | -10.7% | -14.2% |
| YTD | -28.1% | -11.4% | -16.7% | -29.6% |
| 1Y | -35.0% | -10.8% | -24.2% | -36.7% |
| All | -35.0% | -9.9% | -25.1% | -36.7% |
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