+149.5%
URI vs TAP
-22.2%
+171.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -2.0% |
| 7D | +6.7% | +1.3% | +5.5% | +6.4% |
| 30D | +8.9% | +5.7% | +3.1% | +7.2% |
| 3M | +0.5% | -1.9% | +2.4% | +0.6% |
| 6M | +20.7% | +0.9% | +19.7% | +19.3% |
| YTD | +40.0% | -9.5% | +49.5% | +43.0% |
| 1Y | +34.4% | -9.0% | +43.4% | +36.9% |
| 3Y | +149.5% | -22.2% | +171.7% | +152.3% |
| All | +149.5% | -22.2% | +171.6% | +152.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling