+69.4%
USAR vs TAP
-35.9%
+105.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.6% |
| 7D | -4.4% | -5.1% | +0.7% | -5.4% |
| 30D | -10.4% | -8.4% | -2.0% | -11.9% |
| 3M | -18.4% | -3.9% | -14.4% | -18.4% |
| 6M | -8.8% | -14.4% | +5.6% | -9.8% |
| YTD | +43.4% | -14.7% | +58.1% | +41.4% |
| 1Y | +21.0% | -18.7% | +39.7% | +18.9% |
| 3Y | +67.7% | -32.6% | +100.4% | +65.3% |
| All | +69.4% | -35.9% | +105.3% | +66.8% |
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 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