-47.6%
TAP vs URA
+289.1%
-336.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.1% |
| 7D | -4.5% | +0.3% | -4.8% | -4.6% |
| 30D | +7.5% | -14.8% | +22.3% | +9.2% |
| 3M | -4.9% | -25.3% | +20.4% | -2.2% |
| 6M | -3.5% | -39.9% | +36.4% | +1.5% |
| YTD | -11.4% | -22.4% | +11.0% | -11.1% |
| 1Y | -10.8% | -29.0% | +18.2% | -9.5% |
| 3Y | -24.5% | +41.0% | -65.5% | -34.3% |
| 5Y | +2.5% | +38.3% | -35.9% | -13.1% |
| 10Y | -47.6% | +276.1% | -323.6% | -72.3% |
| All | -47.6% | +289.1% | -336.6% | -72.3% |
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