+1,182.4%
URI vs TAP
-48.8%
+1,231.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -6.0% | -4.5% | -1.5% | -4.1% |
| 30D | +4.6% | +7.5% | -2.9% | +0.5% |
| 3M | -2.7% | -4.9% | +2.2% | -1.4% |
| 6M | +18.4% | -3.5% | +21.9% | +18.0% |
| YTD | +37.4% | -11.4% | +48.8% | +42.1% |
| 1Y | +30.4% | -10.8% | +41.2% | +34.1% |
| 3Y | +147.9% | -24.5% | +172.4% | +170.0% |
| 5Y | +202.1% | +2.5% | +199.6% | +168.8% |
| 10Y | +1,182.4% | -47.6% | +1,230.0% | +1,082.7% |
| All | +1,182.4% | -48.8% | +1,231.3% | +1,082.7% |
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