+91.7%
USB vs TAP
-49.3%
+141.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +1.4% |
| 7D | 0.0% | +0.5% | -0.5% | -0.4% |
| 30D | +5.8% | +9.1% | -3.3% | +1.6% |
| 3M | -6.0% | -3.8% | -2.2% | -5.0% |
| 6M | +7.8% | -3.4% | +11.2% | +8.2% |
| YTD | +14.6% | -10.6% | +25.2% | +17.8% |
| 1Y | +31.8% | -4.4% | +36.2% | +31.0% |
| 3Y | +91.5% | -24.4% | +115.9% | +107.6% |
| 5Y | +22.0% | +2.1% | +20.0% | +10.0% |
| All | +91.7% | -49.3% | +141.0% | +61.5% |
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