+26.1%
UPS vs TAP
-18.3%
+44.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.1% |
| 7D | -3.7% | -5.1% | +1.4% | -2.6% |
| 30D | -3.7% | -8.4% | +4.7% | -2.1% |
| 3M | -6.6% | -3.9% | -2.6% | -6.3% |
| 6M | +2.6% | -14.4% | +16.9% | +6.0% |
| YTD | +4.8% | -14.7% | +19.5% | +8.7% |
| All | +26.1% | -18.3% | +44.4% | +32.1% |
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