+657.4%
UMAC vs TAP
-30.5%
+687.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.7% | -2.2% |
| 7D | -3.4% | -3.9% | +0.5% | -4.2% |
| 30D | -15.1% | -5.3% | -9.8% | -16.0% |
| 3M | -10.8% | -3.8% | -7.0% | -10.5% |
| 6M | +15.7% | -11.4% | +27.0% | +16.8% |
| YTD | +80.1% | -13.7% | +93.9% | +79.2% |
| 1Y | +116.7% | -17.2% | +133.9% | +118.8% |
| All | +657.4% | -30.5% | +687.9% | +859.6% |
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 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