+259.5%
UPS vs TAP
+179.6%
+79.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -1.6% | -8.0% | +6.4% | +0.4% |
| 30D | +17.9% | +4.1% | +13.9% | +16.7% |
| 3M | +9.4% | -4.4% | +13.7% | +10.3% |
| 6M | +16.2% | -1.9% | +18.1% | +16.0% |
| YTD | +18.8% | -12.1% | +30.8% | +21.6% |
| 1Y | +26.1% | -12.0% | +38.1% | +29.0% |
| 3Y | -4.5% | -25.0% | +20.6% | +0.7% |
| 5Y | -33.2% | -1.1% | -32.1% | -34.8% |
| 10Y | +44.3% | -47.6% | +92.0% | +54.8% |
| All | +259.5% | +179.6% | +79.9% | +170.0% |
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 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