+260.9%
UMC vs TAP
+123.4%
+137.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.1% | +9.2% | +6.2% |
| 7D | +6.6% | -2.3% | +8.9% | +7.2% |
| 30D | +16.6% | -9.4% | +26.0% | +19.5% |
| 3M | +11.0% | -0.8% | +11.8% | +9.9% |
| 6M | +131.3% | -14.7% | +146.0% | +138.6% |
| YTD | +182.5% | -13.9% | +196.4% | +190.0% |
| 1Y | +222.3% | -18.6% | +240.9% | +235.3% |
| 3Y | +253.0% | -32.0% | +285.0% | +280.8% |
| 5Y | +141.8% | -1.0% | +142.8% | +127.7% |
| 10Y | +1,772.2% | -51.4% | +1,823.6% | +2,001.2% |
| All | +260.9% | +123.4% | +137.5% | +145.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling