+0.3%
TAGG vs SPY
+87.7%
-87.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | -0.1% |
| 7D | +0.1% | +0.5% | -0.5% | +0.1% |
| 30D | -0.3% | -0.9% | +0.6% | -0.3% |
| 3M | -0.2% | +3.9% | -4.1% | -0.4% |
| 6M | -1.2% | +14.5% | -15.7% | -2.0% |
| YTD | -0.3% | +12.9% | -13.2% | -1.0% |
| 1Y | +0.6% | +19.4% | -18.7% | -0.4% |
| 3Y | +13.8% | +78.5% | -64.7% | +9.3% |
| All | +0.3% | +87.7% | -87.4% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling