+263.0%
UMC vs TAP
-33.0%
+296.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.0% |
| 7D | +13.6% | -5.1% | +18.7% | +13.4% |
| 30D | +20.8% | -8.4% | +29.2% | +20.5% |
| 3M | +16.1% | -3.9% | +20.1% | +15.8% |
| 6M | +137.3% | -14.4% | +151.7% | +139.5% |
| YTD | +193.8% | -14.7% | +208.5% | +197.1% |
| 1Y | +236.1% | -18.7% | +254.8% | +241.2% |
| All | +263.0% | -33.0% | +296.0% | +267.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling