+811.4%
SPYM vs TAP
+101.3%
+710.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.2% |
| 7D | +2.6% | +1.3% | +1.3% | +2.2% |
| 30D | -2.0% | +5.7% | -7.7% | -3.7% |
| 3M | -2.8% | -1.9% | -0.9% | -2.8% |
| 6M | +2.2% | +0.9% | +1.2% | +1.0% |
| YTD | +11.5% | -9.5% | +21.0% | +12.8% |
| 1Y | +13.5% | -9.0% | +22.5% | +14.5% |
| 3Y | +78.0% | -22.2% | +100.3% | +84.6% |
| 5Y | +73.1% | +1.2% | +71.9% | +63.8% |
| 10Y | +310.9% | -46.1% | +357.0% | +336.0% |
| All | +811.4% | +101.3% | +710.1% | +602.2% |
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