+22.1%
TAP vs URA
-31.1%
+53.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -2.3% | +1.1% | -3.4% | -2.5% |
| 30D | -2.1% | +7.4% | -9.5% | -3.3% |
| 3M | +6.6% | -8.4% | +15.0% | +7.4% |
| 6M | -11.5% | -12.7% | +1.2% | -10.7% |
| YTD | -10.3% | +7.8% | -18.1% | -13.4% |
| 1Y | -14.4% | +19.5% | -33.8% | -19.8% |
| 3Y | -28.3% | +116.4% | -144.7% | -42.3% |
| 5Y | +1.7% | +134.3% | -132.6% | -23.1% |
| 10Y | -49.2% | +359.3% | -408.5% | -69.5% |
| All | +22.1% | -31.1% | +53.2% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling