+84.6%
SPYG vs TAP
0.0%
+84.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | 0.0% |
| 7D | +1.2% | -2.3% | +3.5% | +1.5% |
| 30D | -1.6% | -9.4% | +7.8% | -0.5% |
| 3M | +3.4% | -0.8% | +4.2% | +3.2% |
| 6M | +18.9% | -14.7% | +33.6% | +21.1% |
| YTD | +13.8% | -13.9% | +27.7% | +15.3% |
| 1Y | +20.6% | -18.6% | +39.2% | +23.3% |
| 3Y | +100.5% | -32.0% | +132.5% | +111.1% |
| 5Y | +84.6% | -1.0% | +85.6% | +77.3% |
| All | +84.6% | 0.0% | +84.6% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling