+21.4%
UL vs TAP
0.0%
+21.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.1% |
| 7D | -1.3% | -2.3% | +1.0% | -0.8% |
| 30D | +0.9% | -9.4% | +10.3% | +3.1% |
| 3M | +14.2% | -0.8% | +15.0% | +14.4% |
| 6M | -3.2% | -14.7% | +11.6% | -0.2% |
| YTD | -0.3% | -13.9% | +13.6% | +2.5% |
| 1Y | -8.8% | -18.6% | +9.9% | -5.3% |
| 3Y | +23.9% | -32.0% | +55.9% | +32.6% |
| 5Y | +21.4% | -1.0% | +22.3% | +16.0% |
| All | +21.4% | 0.0% | +21.4% | +16.0% |
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 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