+121.5%
UMC vs TAP
-13.1%
+134.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.1% |
| 7D | +17.8% | -6.3% | +24.1% | +15.2% |
| 30D | -29.6% | +2.7% | -32.3% | -28.4% |
| 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% | +117.4% |
| 1Y | +121.5% | -10.1% | +131.6% | +137.8% |
| All | +121.5% | -13.1% | +134.6% | +137.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling