-92.0%
UUUU vs TAP
+46.0%
-138.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.4% | -2.3% | +1.0% | -0.5% |
| 30D | +16.3% | -2.1% | +18.5% | +17.2% |
| 3M | -16.7% | +6.6% | -23.3% | -19.8% |
| 6M | -33.7% | -11.5% | -22.2% | -31.4% |
| YTD | -0.5% | -10.3% | +9.8% | +1.3% |
| 1Y | +28.9% | -14.4% | +43.2% | +32.7% |
| 3Y | +99.9% | -28.3% | +128.1% | +114.2% |
| 5Y | +135.3% | +1.7% | +133.6% | +110.8% |
| 10Y | +518.4% | -49.2% | +567.6% | +605.2% |
| All | -92.0% | +46.0% | -138.0% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling