+70.0%
UBER vs TAP
-15.6%
+85.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +1.2% | -8.0% | +9.2% | +3.3% |
| 30D | -1.1% | +4.1% | -5.2% | -2.3% |
| 3M | -10.0% | -4.4% | -5.7% | -9.1% |
| 6M | -7.2% | -1.9% | -5.2% | -6.9% |
| YTD | -13.5% | -12.1% | -1.4% | -11.5% |
| 1Y | -24.5% | -12.0% | -12.4% | -22.9% |
| 3Y | +37.0% | -25.0% | +62.1% | +43.9% |
| 5Y | +63.3% | -1.1% | +64.4% | +54.6% |
| All | +70.0% | -15.6% | +85.6% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling