+564.9%
SPYG vs TAP
+128.6%
+436.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +0.4% | -2.3% | +2.7% | +0.9% |
| 30D | -0.4% | -2.1% | +1.7% | 0.0% |
| 3M | +0.5% | +6.6% | -6.1% | -1.5% |
| 6M | +17.5% | -11.5% | +29.0% | +20.1% |
| YTD | +14.3% | -10.3% | +24.6% | +16.1% |
| 1Y | +21.7% | -14.4% | +36.1% | +24.6% |
| 3Y | +98.6% | -28.3% | +126.9% | +109.6% |
| 5Y | +85.1% | +1.7% | +83.4% | +75.5% |
| 10Y | +412.0% | -49.2% | +461.3% | +453.4% |
| All | +564.9% | +128.6% | +436.3% | +363.6% |
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