-100.0%
TAOP vs SPY
+741.0%
-841.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +3.9% | +0.1% | +3.8% | +3.6% |
| 30D | +3.9% | +0.1% | +3.8% | +3.9% |
| 3M | -37.0% | +2.0% | -39.0% | -38.3% |
| 6M | -41.2% | +13.0% | -54.2% | -48.2% |
| YTD | -42.9% | +13.5% | -56.4% | -50.0% |
| 1Y | -74.4% | +20.0% | -94.4% | -78.8% |
| 3Y | -99.2% | +77.2% | -176.4% | -99.6% |
| 5Y | -99.9% | +81.9% | -181.8% | -100.0% |
| 10Y | -100.0% | +314.1% | -414.0% | -100.0% |
| All | -100.0% | +741.0% | -841.0% | -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 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