-100.0%
SPXU vs TAP
+52.4%
-152.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +3.9% |
| 7D | -7.6% | +1.3% | -8.8% | -6.7% |
| 30D | +5.3% | +5.7% | -0.4% | +10.2% |
| 3M | +9.6% | -1.9% | +11.5% | +7.8% |
| 6M | -4.5% | +0.9% | -5.5% | -4.2% |
| YTD | -25.9% | -9.5% | -16.4% | -32.6% |
| 1Y | -28.9% | -9.0% | -19.9% | -35.0% |
| 3Y | -80.5% | -22.2% | -58.2% | -83.7% |
| 5Y | -83.4% | +1.2% | -84.6% | -79.8% |
| 10Y | -99.5% | -46.1% | -53.4% | -99.5% |
| All | -100.0% | +52.4% | -152.4% | -99.9% |
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 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