+7,210.0%
URI vs TAP
+344.2%
+6,865.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +2.8% |
| 7D | -9.8% | +0.5% | -10.3% | -10.2% |
| 30D | +1.7% | +9.1% | -7.4% | -2.0% |
| 3M | -9.1% | -3.8% | -5.3% | -8.4% |
| 6M | +9.9% | -3.4% | +13.3% | +9.7% |
| YTD | +31.2% | -10.6% | +41.9% | +34.5% |
| 1Y | +25.9% | -4.4% | +30.3% | +25.5% |
| 3Y | +147.4% | -24.4% | +171.7% | +165.2% |
| 5Y | +179.7% | +2.1% | +177.7% | +163.2% |
| 10Y | +1,419.5% | -48.7% | +1,468.3% | +1,636.0% |
| All | +7,210.0% | +344.2% | +6,865.8% | +5,284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling