+377.5%
UUUU vs TAP
-46.0%
+423.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.6% | -2.4% |
| 7D | -1.1% | +1.3% | -2.3% | -1.5% |
| 30D | -21.0% | +5.7% | -26.7% | -22.9% |
| 3M | -54.8% | -1.9% | -52.9% | -54.9% |
| 6M | -67.3% | +0.9% | -68.3% | -68.1% |
| YTD | -54.7% | -9.5% | -45.2% | -54.4% |
| 1Y | -57.4% | -9.0% | -48.5% | -57.5% |
| 3Y | -19.6% | -22.2% | +2.6% | -17.5% |
| 5Y | -40.0% | +1.2% | -41.3% | -47.1% |
| All | +377.5% | -46.0% | +423.5% | +369.2% |
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