+75.4%
USAR vs TAP
-35.3%
+110.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | -0.5% |
| 7D | +2.3% | -2.3% | +4.6% | +1.9% |
| 30D | -8.6% | -9.4% | +0.8% | -10.4% |
| 3M | -20.5% | -0.8% | -19.7% | -20.1% |
| 6M | +1.2% | -14.7% | +15.9% | +0.2% |
| YTD | +48.4% | -13.9% | +62.3% | +46.6% |
| 1Y | +30.6% | -18.6% | +49.2% | +28.6% |
| 3Y | +73.6% | -32.0% | +105.7% | +71.4% |
| All | +75.4% | -35.3% | +110.6% | +73.0% |
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 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