+497.8%
UUUU vs TAP
-50.5%
+548.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.2% | -6.3% |
| 7D | -5.0% | -5.3% | +0.2% | -3.4% |
| 30D | -7.8% | -7.4% | -0.4% | -5.6% |
| 3M | -0.4% | -4.9% | +4.5% | +0.4% |
| 6M | -32.9% | -14.2% | -18.7% | -30.2% |
| YTD | -6.3% | -14.8% | +8.6% | -3.2% |
| 1Y | +7.9% | -18.1% | +26.0% | +12.4% |
| 3Y | +85.2% | -32.7% | +117.9% | +102.2% |
| 5Y | +97.0% | -0.5% | +97.4% | +76.4% |
| All | +497.8% | -50.5% | +548.3% | +433.7% |
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