-49.5%
TAP vs URA
+307.1%
-356.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.8% |
| 7D | -7.8% | +4.3% | -12.1% | -8.3% |
| 30D | +7.1% | -11.7% | +18.8% | +8.4% |
| 3M | -7.0% | -23.5% | +16.5% | -4.7% |
| 6M | -3.8% | -37.8% | +34.0% | +0.8% |
| YTD | -11.7% | -19.6% | +7.9% | -11.7% |
| 1Y | -10.1% | -24.8% | +14.7% | -9.5% |
| 3Y | -23.7% | +47.0% | -70.7% | -33.9% |
| 5Y | +2.9% | +35.4% | -32.5% | -11.7% |
| 10Y | -49.5% | +302.3% | -351.8% | -72.2% |
| All | -49.5% | +307.1% | -356.6% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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