+533.7%
SPYG vs TAP
+123.3%
+410.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +4.2% | -6.3% | +10.5% | +5.8% |
| 30D | -7.4% | +2.7% | -10.1% | -8.3% |
| 3M | -5.3% | -3.7% | -1.6% | -4.9% |
| 6M | -1.2% | -2.0% | +0.9% | -1.7% |
| YTD | +9.0% | -12.3% | +21.3% | +10.8% |
| 1Y | +8.8% | -10.1% | +18.9% | +9.7% |
| 3Y | +92.8% | -25.3% | +118.0% | +100.6% |
| 5Y | +69.3% | -1.9% | +71.2% | +61.5% |
| 10Y | +398.4% | -47.8% | +446.2% | +432.4% |
| All | +533.7% | +123.3% | +410.4% | +342.5% |
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