+432.8%
XYL vs TAP
+43.2%
+389.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | -5.0% | -2.3% | -2.7% | -4.4% |
| 30D | -13.2% | -2.1% | -11.1% | -12.7% |
| 3M | -3.7% | +6.6% | -10.3% | -5.9% |
| 6M | -17.7% | -11.5% | -6.2% | -15.0% |
| YTD | -21.5% | -10.3% | -11.3% | -19.7% |
| 1Y | -24.5% | -14.4% | -10.1% | -21.9% |
| 3Y | +6.9% | -28.3% | +35.2% | +15.4% |
| 5Y | -18.1% | +1.7% | -19.8% | -23.5% |
| 10Y | +134.7% | -49.2% | +183.9% | +147.3% |
| All | +432.8% | +43.2% | +389.5% | +277.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling