+71.0%
UBER vs TAP
-18.1%
+89.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -7.0% | -5.1% | -1.9% | -5.8% |
| 30D | -8.9% | -8.4% | -0.5% | -6.8% |
| 3M | +1.0% | -3.9% | +4.9% | +2.1% |
| 6M | -3.7% | -14.4% | +10.6% | -0.2% |
| YTD | -13.0% | -14.7% | +1.7% | -10.1% |
| 1Y | -25.5% | -18.7% | -6.9% | -22.4% |
| 3Y | +50.5% | -32.6% | +83.1% | +63.0% |
| 5Y | +76.2% | -1.4% | +77.6% | +66.7% |
| All | +71.0% | -18.1% | +89.1% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling