+3.2%
TAP vs URA
+33.4%
-30.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -4.6% |
| 7D | +0.5% | -4.1% | +4.6% | +0.6% |
| 30D | +9.1% | -19.0% | +28.2% | +9.6% |
| 3M | -3.8% | -25.1% | +21.3% | -3.2% |
| 6M | -3.4% | -44.5% | +41.0% | -1.7% |
| YTD | -10.6% | -24.3% | +13.7% | -11.0% |
| 1Y | -4.4% | -28.1% | +23.7% | -4.6% |
| 3Y | -24.4% | +40.7% | -65.0% | -30.6% |
| All | +3.2% | +33.4% | -30.2% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling