+127.3%
UUUU vs TAP
-0.5%
+127.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +1.8% | -5.1% | +6.9% | +2.6% |
| 30D | +1.8% | -8.4% | +10.3% | +3.1% |
| 3M | +1.3% | -3.9% | +5.2% | +1.5% |
| 6M | -26.8% | -14.4% | -12.4% | -25.0% |
| YTD | +0.1% | -14.7% | +14.8% | +1.7% |
| 1Y | +11.2% | -18.7% | +29.9% | +14.2% |
| 3Y | +97.7% | -32.6% | +130.3% | +112.0% |
| 5Y | +127.3% | -1.4% | +128.8% | +84.2% |
| All | +127.3% | -0.5% | +127.9% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling