+36.1%
UPS vs TAP
-51.4%
+87.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.0% |
| 7D | -3.7% | -5.1% | +1.4% | -2.3% |
| 30D | -3.7% | -8.4% | +4.7% | -1.4% |
| 3M | -6.6% | -3.9% | -2.6% | -5.9% |
| 6M | +2.6% | -14.4% | +16.9% | +6.6% |
| YTD | +4.8% | -14.7% | +19.5% | +8.9% |
| 1Y | +25.3% | -18.7% | +44.0% | +31.6% |
| 3Y | -26.9% | -32.6% | +5.8% | -19.7% |
| 5Y | -33.5% | -1.4% | -32.1% | -35.6% |
| 10Y | +36.1% | -50.4% | +86.5% | +38.7% |
| All | +36.1% | -51.4% | +87.4% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling