+116.5%
SPG vs TAP
-49.5%
+166.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.6% |
| 7D | +5.1% | -7.8% | +12.9% | +9.1% |
| 30D | +16.8% | +7.1% | +9.7% | +12.6% |
| 3M | +5.7% | -7.0% | +12.7% | +8.5% |
| 6M | +17.8% | -3.8% | +21.6% | +18.5% |
| YTD | +30.1% | -11.7% | +41.8% | +35.0% |
| 1Y | +32.8% | -10.1% | +42.9% | +36.2% |
| 3Y | +137.2% | -23.7% | +160.9% | +157.0% |
| 5Y | +81.5% | +2.9% | +78.6% | +60.0% |
| 10Y | +116.5% | -49.5% | +166.0% | +103.6% |
| All | +116.5% | -49.5% | +166.0% | +103.6% |
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