-14.3%
XYL vs TAP
0.0%
-14.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.1% | +7.1% | +3.7% |
| 7D | +1.8% | -2.3% | +4.1% | +2.2% |
| 30D | -9.2% | -9.4% | +0.2% | -7.5% |
| 3M | -0.3% | -0.8% | +0.5% | -0.3% |
| 6M | -11.0% | -14.7% | +3.8% | -8.5% |
| YTD | -19.2% | -13.9% | -5.3% | -17.5% |
| 1Y | -21.2% | -18.6% | -2.6% | -18.6% |
| 3Y | +18.6% | -32.0% | +50.6% | +26.6% |
| 5Y | -14.3% | -1.0% | -13.3% | -17.4% |
| All | -14.3% | 0.0% | -14.3% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling