+1,304.8%
UMC vs TAP
-47.7%
+1,352.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | +17.8% | -6.3% | +24.1% | +18.6% |
| 30D | -29.6% | +2.7% | -32.3% | -30.0% |
| 3M | -18.4% | -3.7% | -14.7% | -18.3% |
| 6M | -0.1% | -2.0% | +1.9% | -0.8% |
| YTD | +104.0% | -12.3% | +116.4% | +106.2% |
| 1Y | +121.5% | -10.1% | +131.6% | +122.7% |
| 3Y | +135.0% | -25.3% | +160.3% | +141.5% |
| 5Y | +83.0% | -1.9% | +85.0% | +78.7% |
| All | +1,304.8% | -47.7% | +1,352.5% | +1,333.3% |
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