+403.4%
SPYG vs TAP
-47.5%
+450.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | -1.5% | -8.0% | +6.5% | 0.0% |
| 30D | -7.2% | +4.1% | -11.3% | -8.2% |
| 3M | -4.6% | -4.4% | -0.3% | -4.2% |
| 6M | -1.2% | -1.9% | +0.7% | -1.6% |
| YTD | +9.3% | -12.1% | +21.4% | +10.8% |
| 1Y | +8.8% | -12.0% | +20.9% | +10.2% |
| 3Y | +93.3% | -25.0% | +118.3% | +100.4% |
| 5Y | +71.7% | -1.1% | +72.8% | +63.4% |
| All | +403.4% | -47.5% | +450.9% | +399.0% |
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