+92.7%
USB vs TAP
-46.9%
+139.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.2% |
| 7D | -1.5% | +7.7% | -9.2% | -4.7% |
| 30D | +4.3% | +14.4% | -10.1% | -1.9% |
| 3M | -6.1% | +2.0% | -8.1% | -7.5% |
| 6M | +9.4% | +2.5% | +6.9% | +7.1% |
| YTD | +15.2% | -6.4% | +21.6% | +16.2% |
| 1Y | +32.8% | -2.3% | +35.1% | +30.9% |
| 3Y | +91.3% | -20.3% | +111.6% | +102.8% |
| 5Y | +22.7% | +6.9% | +15.8% | +8.4% |
| All | +92.7% | -46.9% | +139.6% | +59.2% |
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