+1,842.6%
UMC vs TAP
-49.9%
+1,892.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.2% |
| 7D | +9.0% | -3.9% | +12.9% | +9.5% |
| 30D | +17.2% | -5.3% | +22.5% | +17.9% |
| 3M | +11.4% | -3.8% | +15.2% | +11.3% |
| 6M | +137.5% | -11.4% | +148.9% | +140.1% |
| YTD | +193.1% | -13.7% | +206.8% | +197.5% |
| 1Y | +240.3% | -17.2% | +257.5% | +247.2% |
| 3Y | +262.2% | -33.1% | +295.2% | +279.9% |
| 5Y | +143.1% | +0.8% | +142.3% | +136.6% |
| All | +1,842.6% | -49.9% | +1,892.5% | +1,999.4% |
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