-0.5%
TAGG vs SPY
+85.7%
-86.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -0.9% | -2.0% | +1.1% | -0.7% |
| 30D | -1.0% | -1.7% | +0.7% | -0.9% |
| 3M | -1.2% | +4.7% | -5.9% | -1.4% |
| 6M | -2.1% | +12.5% | -14.6% | -2.8% |
| YTD | -1.1% | +11.7% | -12.8% | -1.8% |
| 1Y | -0.2% | +17.5% | -17.7% | -1.2% |
| 3Y | +12.8% | +76.6% | -63.7% | +8.5% |
| All | -0.5% | +85.7% | -86.3% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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