+1.8%
SPGI vs TAP
-6.0%
+7.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.3% |
| 7D | +0.3% | +0.5% | -0.3% | +0.3% |
| 30D | +18.4% | +9.1% | +9.2% | +17.4% |
| 3M | +15.7% | -3.8% | +19.5% | +16.0% |
| 6M | +17.3% | -3.4% | +20.7% | +16.6% |
| YTD | -4.7% | -10.6% | +5.9% | -7.7% |
| 1Y | +1.8% | -4.4% | +6.2% | -2.9% |
| All | +1.8% | -6.0% | +7.8% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling