+28.0%
USFR vs TAP
-51.4%
+79.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +0.1% | -5.1% | +5.1% | +0.1% |
| 30D | +0.3% | -8.4% | +8.7% | +0.3% |
| 3M | +1.0% | -3.9% | +4.9% | +1.0% |
| 6M | +1.9% | -14.4% | +16.3% | +2.0% |
| YTD | +2.7% | -14.7% | +17.4% | +2.7% |
| 1Y | +4.0% | -18.7% | +22.7% | +4.0% |
| 3Y | +14.0% | -32.6% | +46.7% | +14.1% |
| 5Y | +20.4% | -1.4% | +21.8% | +20.4% |
| 10Y | +28.0% | -50.4% | +78.4% | +28.2% |
| All | +28.0% | -51.4% | +79.4% | +28.2% |
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