+104.6%
UL vs TAP
-48.8%
+153.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +2.6% | -4.5% | +7.1% | +3.7% |
| 30D | +6.8% | +7.5% | -0.7% | +5.0% |
| 3M | +5.7% | -4.9% | +10.6% | +6.8% |
| 6M | +15.9% | -3.5% | +19.4% | +16.6% |
| YTD | +4.3% | -11.4% | +15.7% | +6.6% |
| 1Y | -0.4% | -10.8% | +10.4% | +1.5% |
| 3Y | +35.0% | -24.5% | +59.4% | +41.0% |
| 5Y | +31.6% | +2.5% | +29.1% | +26.4% |
| 10Y | +104.6% | -47.6% | +152.2% | +123.2% |
| All | +104.6% | -48.8% | +153.5% | +123.2% |
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