+203.4%
URI vs TAP
+2.2%
+201.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -2.0% | -2.3% | +0.3% | -1.3% |
| 30D | -12.9% | -2.1% | -10.8% | -12.4% |
| 3M | -6.7% | +6.6% | -13.3% | -9.5% |
| 6M | +19.0% | -11.5% | +30.5% | +23.5% |
| YTD | +25.5% | -10.3% | +35.8% | +29.3% |
| 1Y | +5.5% | -14.4% | +19.9% | +10.4% |
| 3Y | +111.3% | -28.3% | +139.6% | +133.6% |
| All | +203.4% | +2.2% | +201.2% | +167.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling