+14.3%
USFR vs TAP
-24.9%
+39.2%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +0.1% | -7.8% | +7.9% | +0.1% |
| 30D | +0.4% | +7.1% | -6.8% | +0.4% |
| 3M | +1.1% | -7.0% | +8.1% | +1.1% |
| 6M | +2.0% | -3.8% | +5.8% | +2.0% |
| YTD | +3.4% | -11.7% | +15.1% | +3.4% |
| 1Y | +4.1% | -10.1% | +14.2% | +4.1% |
| 3Y | +14.3% | -23.7% | +38.0% | +14.4% |
| All | +14.3% | -24.9% | +39.2% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling