+308.7%
SPGI vs TAP
-50.2%
+358.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +0.1% | -2.3% | +2.5% | +0.7% |
| 30D | +8.4% | -2.1% | +10.6% | +8.9% |
| 3M | +11.8% | +6.6% | +5.2% | +9.9% |
| 6M | +5.7% | -11.5% | +17.2% | +8.6% |
| YTD | -9.7% | -10.3% | +0.6% | -8.1% |
| 1Y | -12.5% | -14.4% | +1.9% | -10.0% |
| 3Y | +21.8% | -28.3% | +50.1% | +29.5% |
| 5Y | +8.2% | +1.7% | +6.5% | +2.6% |
| All | +308.7% | -50.2% | +358.9% | +330.4% |
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