+99.5%
U vs TAP
-23.7%
+123.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.5% | +10.0% | +6.4% |
| 7D | +36.6% | +0.5% | +36.1% | +35.9% |
| 30D | +13.3% | +9.1% | +4.2% | +10.2% |
| 3M | +26.2% | -3.8% | +30.0% | +26.7% |
| 6M | +88.7% | -3.4% | +92.2% | +89.0% |
| YTD | +16.6% | -10.6% | +27.2% | +17.0% |
| 1Y | +29.0% | -4.4% | +33.4% | +25.1% |
| 3Y | +99.5% | -24.4% | +123.9% | +103.0% |
| All | +99.5% | -23.7% | +123.2% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling