+535.5%
SPYG vs TAP
+124.0%
+411.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -1.5% | -8.0% | +6.5% | +0.4% |
| 30D | -7.2% | +4.1% | -11.3% | -8.4% |
| 3M | -4.6% | -4.4% | -0.3% | -4.1% |
| 6M | -1.2% | -1.9% | +0.7% | -1.7% |
| YTD | +9.3% | -12.1% | +21.4% | +11.0% |
| 1Y | +8.8% | -12.0% | +20.9% | +10.4% |
| 3Y | +93.3% | -25.0% | +118.3% | +101.0% |
| 5Y | +71.7% | -1.1% | +72.8% | +63.5% |
| 10Y | +399.8% | -47.6% | +447.4% | +433.4% |
| All | +535.5% | +124.0% | +411.4% | +343.4% |
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