+828.4%
SPYM vs TAP
+99.6%
+728.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +0.1% | -2.3% | +2.4% | +0.7% |
| 30D | +0.1% | -2.1% | +2.2% | +0.5% |
| 3M | +2.0% | +6.6% | -4.6% | -0.1% |
| 6M | +13.1% | -11.5% | +24.6% | +16.0% |
| YTD | +13.6% | -10.3% | +23.9% | +15.7% |
| 1Y | +20.1% | -14.4% | +34.5% | +23.4% |
| 3Y | +77.6% | -28.3% | +105.8% | +88.8% |
| 5Y | +82.5% | +1.7% | +80.8% | +72.9% |
| 10Y | +317.6% | -49.2% | +366.8% | +351.8% |
| All | +828.4% | +99.6% | +728.8% | +619.8% |
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