+32.9%
URI vs TAP
+4.4%
+28.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -4.6% |
| 7D | -4.3% | +9.9% | -14.3% | -5.2% |
| 30D | +4.6% | +18.1% | -13.5% | +2.8% |
| 3M | -2.1% | +3.2% | -5.3% | -2.4% |
| 6M | +21.9% | +8.4% | +13.5% | +20.2% |
| YTD | +39.7% | -4.4% | +44.1% | +43.3% |
| 1Y | +32.9% | +3.2% | +29.6% | +35.1% |
| All | +32.9% | +4.4% | +28.5% | +35.1% |
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