+3,029.2%
SPY vs TAP
+925.9%
+2,103.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | +0.1% | -7.8% | +7.9% | +1.7% |
| 30D | -3.3% | +7.1% | -10.4% | -4.9% |
| 3M | -2.4% | -7.0% | +4.6% | -1.3% |
| 6M | +2.6% | -3.8% | +6.4% | +2.7% |
| YTD | +11.2% | -11.7% | +22.9% | +12.9% |
| 1Y | +13.4% | -10.1% | +23.5% | +14.5% |
| 3Y | +79.9% | -23.7% | +103.6% | +86.0% |
| 5Y | +72.2% | +2.9% | +69.3% | +65.3% |
| 10Y | +307.3% | -49.5% | +356.8% | +334.0% |
| All | +3,029.2% | +925.9% | +2,103.3% | +2,106.8% |
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