+22.7%
USB vs TAP
+6.9%
+15.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.5% |
| 7D | -1.5% | +7.7% | -9.2% | -3.8% |
| 30D | +4.3% | +14.4% | -10.1% | -0.1% |
| 3M | -6.1% | +2.0% | -8.1% | -7.0% |
| 6M | +9.4% | +2.5% | +6.9% | +7.9% |
| YTD | +15.2% | -6.4% | +21.6% | +16.0% |
| 1Y | +32.8% | -2.3% | +35.1% | +31.4% |
| 3Y | +91.3% | -20.3% | +111.6% | +100.1% |
| 5Y | +22.7% | +6.9% | +15.8% | +5.9% |
| All | +22.7% | +6.9% | +15.8% | +5.9% |
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 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