+919.3%
TAP vs SPY
+3,091.8%
-2,172.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -2.1% | +0.1% | -2.2% | -2.2% |
| 3M | +6.6% | +2.0% | +4.6% | +5.2% |
| 6M | -11.5% | +13.0% | -24.5% | -17.7% |
| YTD | -10.3% | +13.5% | -23.8% | -16.9% |
| 1Y | -14.4% | +20.0% | -34.4% | -23.3% |
| 3Y | -28.3% | +77.2% | -105.5% | -49.1% |
| 5Y | +1.7% | +81.9% | -80.2% | -29.7% |
| 10Y | -49.2% | +314.1% | -363.3% | -77.7% |
| All | +919.3% | +3,091.8% | -2,172.5% | +48.3% |
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