+322.9%
SPYM vs TAP
-51.4%
+374.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.2% |
| 7D | -0.4% | -5.1% | +4.7% | +0.9% |
| 30D | -1.4% | -8.4% | +7.1% | +0.7% |
| 3M | +3.7% | -3.9% | +7.7% | +4.3% |
| 6M | +13.0% | -14.4% | +27.4% | +16.8% |
| YTD | +12.5% | -14.7% | +27.2% | +15.8% |
| 1Y | +18.6% | -18.7% | +37.3% | +23.3% |
| 3Y | +78.0% | -32.6% | +110.7% | +92.3% |
| 5Y | +82.3% | -1.4% | +83.7% | +72.8% |
| 10Y | +322.9% | -50.4% | +373.2% | +323.1% |
| All | +322.9% | -51.4% | +374.2% | +323.1% |
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