+311.5%
SPY vs TAP
-52.1%
+363.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | +0.4% |
| 7D | +0.5% | -2.3% | +2.9% | +1.1% |
| 30D | -0.9% | -9.4% | +8.5% | +1.3% |
| 3M | +3.9% | -0.8% | +4.7% | +3.6% |
| 6M | +14.5% | -14.7% | +29.3% | +18.4% |
| YTD | +12.9% | -13.9% | +26.9% | +16.0% |
| 1Y | +19.4% | -18.6% | +38.0% | +24.1% |
| 3Y | +78.5% | -32.0% | +110.5% | +92.3% |
| 5Y | +81.8% | -1.0% | +82.7% | +72.3% |
| 10Y | +311.5% | -51.4% | +362.9% | +321.4% |
| All | +311.5% | -52.1% | +363.6% | +321.4% |
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