-1.0%
TAGG vs SPY
+85.3%
-86.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.5% | +2.6% | -4.1% | -1.7% |
| 30D | +0.5% | -2.0% | +2.5% | +0.6% |
| 3M | -1.7% | -2.8% | +1.1% | -1.5% |
| 6M | -1.5% | +2.1% | -3.7% | -1.7% |
| YTD | -1.5% | +11.5% | -13.0% | -2.2% |
| 1Y | -1.2% | +13.5% | -14.6% | -1.9% |
| 3Y | +14.9% | +77.7% | -62.8% | +10.4% |
| 5Y | -0.9% | +72.6% | -73.5% | -5.9% |
| All | -1.0% | +85.3% | -86.3% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling