-57.8%
UUUU vs TAP
+4.4%
-62.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.9% | +0.3% |
| 7D | -14.4% | +9.9% | -24.4% | -11.0% |
| 30D | -33.6% | +18.1% | -51.8% | -29.1% |
| 3M | -44.2% | +3.2% | -47.4% | -43.0% |
| 6M | -66.8% | +8.4% | -75.2% | -64.8% |
| YTD | -50.6% | -4.4% | -46.2% | -49.9% |
| 1Y | -57.8% | +3.2% | -61.0% | -57.0% |
| All | -57.8% | +4.4% | -62.2% | -57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling