-1.1%
TAP vs URA
+37.5%
-38.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.7% |
| 7D | -8.0% | +2.9% | -10.9% | -8.0% |
| 30D | +4.1% | -10.8% | +14.9% | +4.3% |
| 3M | -4.4% | -25.5% | +21.2% | -3.7% |
| 6M | -1.9% | -41.2% | +39.3% | -0.3% |
| YTD | -12.1% | -21.3% | +9.2% | -12.5% |
| 1Y | -12.0% | -25.7% | +13.7% | -12.2% |
| 3Y | -25.0% | +43.1% | -68.1% | -31.0% |
| 5Y | -1.1% | +35.6% | -36.7% | -10.8% |
| All | -1.1% | +37.5% | -38.6% | -10.8% |
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