-100.0%
TAOP vs SPY
+322.5%
-422.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.5% |
| 7D | -3.8% | -0.8% | -3.0% | -3.3% |
| 30D | -16.3% | -1.1% | -15.2% | -15.6% |
| 3M | -47.6% | +3.9% | -51.5% | -48.7% |
| 6M | -40.8% | +13.6% | -54.4% | -45.4% |
| YTD | -45.0% | +12.7% | -57.7% | -49.0% |
| 1Y | -77.9% | +17.5% | -95.4% | -80.1% |
| 3Y | -99.0% | +76.9% | -175.9% | -99.3% |
| 5Y | -99.9% | +83.6% | -183.5% | -99.9% |
| All | -100.0% | +322.5% | -422.4% | -100.0% |
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