+6.4%
XYL vs TAP
-24.9%
+31.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +2.1% | -7.8% | +9.9% | +3.5% |
| 30D | -3.4% | +7.1% | -10.5% | -4.1% |
| 3M | -17.2% | -7.0% | -10.1% | -16.3% |
| 6M | -12.0% | -3.8% | -8.2% | -11.7% |
| YTD | -26.3% | -11.7% | -14.6% | -25.6% |
| 1Y | -33.5% | -10.1% | -23.4% | -33.1% |
| 3Y | +6.4% | -23.7% | +30.1% | +6.4% |
| All | +6.4% | -24.9% | +31.3% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling