+5,256.9%
SPG vs TAP
+945.3%
+4,311.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.4% | -2.3% | -0.1% | -1.8% |
| 30D | -6.8% | -2.1% | -4.7% | -6.4% |
| 3M | +2.7% | +6.6% | -3.9% | +0.7% |
| 6M | +5.5% | -11.5% | +17.0% | +8.5% |
| YTD | +15.7% | -10.3% | +26.0% | +18.2% |
| 1Y | +20.9% | -14.4% | +35.3% | +24.7% |
| 3Y | +112.4% | -28.3% | +140.7% | +127.4% |
| 5Y | +101.4% | +1.7% | +99.6% | +95.0% |
| 10Y | +60.6% | -49.2% | +109.9% | +75.4% |
| All | +5,256.9% | +945.3% | +4,311.6% | +4,588.0% |
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 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