+243.6%
UMC vs TAP
+133.0%
+110.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +5.0% | -2.3% | +7.3% | +5.6% |
| 30D | +7.7% | -2.1% | +9.8% | +8.0% |
| 3M | +1.7% | +6.6% | -5.0% | -1.4% |
| 6M | +113.9% | -11.5% | +125.4% | +118.5% |
| YTD | +168.9% | -10.3% | +179.2% | +173.1% |
| 1Y | +207.2% | -14.4% | +221.6% | +215.2% |
| 3Y | +227.7% | -28.3% | +256.0% | +248.2% |
| 5Y | +118.0% | +1.7% | +116.3% | +104.0% |
| 10Y | +1,682.1% | -49.2% | +1,731.3% | +1,877.6% |
| All | +243.6% | +133.0% | +110.6% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling