+3,094.0%
SPY vs TAP
+942.7%
+2,151.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +0.1% | -2.3% | +2.4% | +0.6% |
| 30D | +0.1% | -2.1% | +2.2% | +0.4% |
| 3M | +2.0% | +6.6% | -4.6% | +0.3% |
| 6M | +13.0% | -11.5% | +24.5% | +15.3% |
| YTD | +13.5% | -10.3% | +23.8% | +15.2% |
| 1Y | +20.0% | -14.4% | +34.4% | +22.6% |
| 3Y | +77.2% | -28.3% | +105.5% | +86.0% |
| 5Y | +81.9% | +1.7% | +80.2% | +75.4% |
| 10Y | +314.1% | -49.2% | +363.3% | +341.7% |
| All | +3,094.0% | +942.7% | +2,151.4% | +2,151.8% |
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