+42.2%
UBER vs TAP
-24.9%
+67.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.0% |
| 7D | +6.7% | -7.8% | +14.5% | +8.2% |
| 30D | -0.5% | +7.1% | -7.6% | -1.6% |
| 3M | -5.1% | -7.0% | +1.9% | -4.1% |
| 6M | -5.7% | -3.8% | -1.9% | -5.3% |
| YTD | -12.9% | -11.7% | -1.2% | -12.3% |
| 1Y | -22.6% | -10.1% | -12.5% | -22.3% |
| 3Y | +42.2% | -23.7% | +65.9% | +46.0% |
| All | +42.2% | -24.9% | +67.1% | +46.0% |
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