+67.7%
UL vs TAP
-51.4%
+119.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.4% |
| 7D | -3.2% | -5.1% | +1.9% | -2.1% |
| 30D | -0.6% | -8.4% | +7.9% | +1.4% |
| 3M | +9.4% | -3.9% | +13.4% | +10.3% |
| 6M | -4.1% | -14.4% | +10.2% | -1.0% |
| YTD | -2.0% | -14.7% | +12.8% | +1.2% |
| 1Y | -9.0% | -18.7% | +9.7% | -5.2% |
| 3Y | +21.8% | -32.6% | +54.5% | +30.8% |
| 5Y | +20.6% | -1.4% | +22.0% | +16.7% |
| 10Y | +67.7% | -50.4% | +118.1% | +85.8% |
| All | +67.7% | -51.4% | +119.1% | +85.8% |
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