+56.4%
UBER vs TAP
+2.3%
+54.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.0% |
| 7D | +6.7% | -7.8% | +14.5% | +8.3% |
| 30D | -0.5% | +7.1% | -7.6% | -1.8% |
| 3M | -5.1% | -7.0% | +1.9% | -4.0% |
| 6M | -5.7% | -3.8% | -1.9% | -5.2% |
| YTD | -12.9% | -11.7% | -1.2% | -11.7% |
| 1Y | -22.6% | -10.1% | -12.5% | -21.9% |
| 3Y | +42.2% | -23.7% | +65.9% | +46.8% |
| 5Y | +56.4% | +2.9% | +53.5% | +45.9% |
| All | +56.4% | +2.3% | +54.1% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling