+82.7%
SPG vs TAP
+0.6%
+82.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.3% |
| 7D | +2.0% | +1.3% | +0.7% | +1.6% |
| 30D | +17.2% | +5.7% | +11.5% | +15.0% |
| 3M | +6.3% | -1.9% | +8.2% | +6.5% |
| 6M | +18.7% | +0.9% | +17.8% | +17.5% |
| YTD | +30.1% | -9.5% | +39.6% | +32.2% |
| 1Y | +32.8% | -9.0% | +41.7% | +34.5% |
| 3Y | +133.6% | -22.2% | +155.8% | +145.8% |
| All | +82.7% | +0.6% | +82.1% | +71.0% |
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