+2,653.9%
UL vs TAP
+825.0%
+1,828.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -1.3% | -2.3% | +1.0% | -0.9% |
| 30D | +0.5% | -2.1% | +2.6% | +0.8% |
| 3M | +17.6% | +6.6% | +11.0% | +16.1% |
| 6M | -5.4% | -11.5% | +6.1% | -3.4% |
| YTD | +0.7% | -10.3% | +11.0% | +2.5% |
| 1Y | -9.3% | -14.4% | +5.1% | -7.0% |
| 3Y | +24.5% | -28.3% | +52.8% | +30.6% |
| 5Y | +23.2% | +1.7% | +21.5% | +19.9% |
| 10Y | +64.5% | -49.2% | +113.7% | +75.4% |
| All | +2,653.9% | +825.0% | +1,828.8% | +1,743.7% |
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