+1,218.8%
URI vs TAP
-49.5%
+1,268.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.2% | +8.1% | +7.4% |
| 7D | -4.0% | -7.8% | +3.8% | -0.5% |
| 30D | +6.8% | +7.1% | -0.3% | +2.7% |
| 3M | -2.8% | -7.0% | +4.2% | -0.4% |
| 6M | +20.9% | -3.8% | +24.7% | +20.7% |
| YTD | +40.2% | -11.7% | +51.9% | +45.3% |
| 1Y | +34.1% | -10.1% | +44.2% | +37.3% |
| 3Y | +164.1% | -23.7% | +187.8% | +186.1% |
| 5Y | +199.3% | +2.9% | +196.4% | +165.7% |
| 10Y | +1,218.8% | -49.5% | +1,268.3% | +1,097.5% |
| All | +1,218.8% | -49.5% | +1,268.3% | +1,097.5% |
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