+30.6%
UPS vs TAP
+4.4%
+26.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.7% | +4.0% |
| 7D | +8.2% | +9.9% | -1.7% | +6.0% |
| 30D | +22.7% | +18.1% | +4.6% | +18.2% |
| 3M | +6.4% | +3.2% | +3.2% | +5.4% |
| 6M | +22.6% | +8.4% | +14.2% | +19.3% |
| YTD | +20.7% | -4.4% | +25.1% | +22.4% |
| 1Y | +30.6% | +3.2% | +27.4% | +31.4% |
| All | +30.6% | +4.4% | +26.3% | +31.4% |
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 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