+145.3%
UMC vs TAP
-0.5%
+145.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.1% |
| 7D | +13.6% | -5.1% | +18.7% | +14.2% |
| 30D | +20.8% | -8.4% | +29.2% | +21.8% |
| 3M | +16.1% | -3.9% | +20.1% | +15.9% |
| 6M | +137.3% | -14.4% | +151.7% | +141.8% |
| YTD | +193.8% | -14.7% | +208.5% | +199.5% |
| 1Y | +236.1% | -18.7% | +254.8% | +245.4% |
| 3Y | +267.1% | -32.6% | +299.8% | +290.1% |
| 5Y | +145.3% | -1.4% | +146.7% | +132.0% |
| All | +145.3% | -0.5% | +145.8% | +132.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling