+108.7%
USB vs TAP
-49.2%
+157.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.4% | -2.3% | +3.8% | +2.5% |
| 30D | -1.3% | -2.1% | +0.8% | -0.6% |
| 3M | +15.2% | +6.6% | +8.6% | +11.4% |
| 6M | +18.8% | -11.5% | +30.3% | +24.2% |
| YTD | +21.0% | -10.3% | +31.3% | +24.8% |
| 1Y | +34.0% | -14.4% | +48.4% | +40.5% |
| 3Y | +95.3% | -28.3% | +123.6% | +117.6% |
| 5Y | +40.4% | +1.7% | +38.7% | +27.3% |
| All | +108.7% | -49.2% | +157.9% | +86.9% |
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 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