+74.9%
USAR vs TAP
-32.5%
+107.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -2.1% | -2.3% | +0.2% | -2.6% |
| 30D | +2.6% | -2.1% | +4.8% | +2.2% |
| 3M | -35.0% | +6.6% | -41.6% | -34.0% |
| 6M | -6.9% | -11.5% | +4.6% | -7.1% |
| YTD | +48.0% | -10.3% | +58.2% | +47.3% |
| 1Y | +24.8% | -14.4% | +39.2% | +23.9% |
| 3Y | +73.2% | -28.3% | +101.5% | +72.3% |
| All | +74.9% | -32.5% | +107.4% | +73.9% |
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