+3,058.8%
SPY vs TAP
+921.8%
+2,137.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -0.9% | -8.0% | +7.1% | +0.8% |
| 30D | -2.4% | +4.1% | -6.4% | -3.4% |
| 3M | -1.2% | -4.4% | +3.2% | -0.6% |
| 6M | +3.3% | -1.9% | +5.2% | +3.0% |
| YTD | +12.3% | -12.1% | +24.3% | +14.0% |
| 1Y | +12.4% | -12.0% | +24.5% | +14.1% |
| 3Y | +78.8% | -25.0% | +103.8% | +85.5% |
| 5Y | +75.2% | -1.1% | +76.3% | +69.6% |
| 10Y | +311.1% | -47.6% | +358.7% | +335.0% |
| All | +3,058.8% | +921.8% | +2,137.0% | +2,129.4% |
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 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