+422.1%
SPYG vs TAP
-51.4%
+473.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.2% |
| 7D | +0.3% | -5.1% | +5.4% | +1.4% |
| 30D | -1.7% | -8.4% | +6.8% | 0.0% |
| 3M | +3.6% | -3.9% | +7.6% | +4.1% |
| 6M | +16.6% | -14.4% | +31.0% | +19.7% |
| YTD | +13.4% | -14.7% | +28.1% | +16.0% |
| 1Y | +19.6% | -18.7% | +38.3% | +23.4% |
| 3Y | +99.8% | -32.6% | +132.4% | +112.9% |
| 5Y | +85.0% | -1.4% | +86.4% | +76.2% |
| 10Y | +422.1% | -50.4% | +472.5% | +433.7% |
| All | +422.1% | -51.4% | +473.5% | +433.7% |
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