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ISIN
US26923N5538
CUSIP
26923N553
Issuer
TappAlpha
Inception Date
Aug 14, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$121M

Share Price Chart


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Performance

TSPY Performance Chart

TappAlpha SPY Growth & Daily Income ETF (TSPY) is up 9.2% since the beginning of the year. TSPY is currently trading at $26 per share.


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S&P 500 Index

Returns By Period

TappAlpha SPY Growth & Daily Income ETF (TSPY) has returned 9.21% so far this year and 27.46% over the past 12 months.


TappAlpha SPY Growth & Daily Income ETF

1D
-0.04%
1M
5.21%
YTD
9.21%
6M
9.43%
1Y
27.46%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSPY Monthly Returns History

Based on dividend-adjusted daily data since Aug 15, 2024, TSPY's average daily return is +0.07%, while the average monthly return is +1.41%. At this rate, an investment would double in approximately 4.1 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2026 with a return of +9.2%, while the worst month was Mar 2026 at -5.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TSPY closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +8.5%, while the worst single day was Apr 4, 2025 at -6.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.71%-0.80%-5.60%9.16%4.78%0.26%9.21%
20253.16%-1.35%-5.00%-3.46%6.63%5.34%2.59%1.72%3.91%2.36%0.40%0.40%17.29%
20242.36%2.40%-0.47%5.62%-3.67%6.14%

Benchmark Metrics

TappAlpha SPY Growth & Daily Income ETF has an annualized alpha of 1.26%, beta of 0.92, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since August 16, 2024.

  • This ETF participated in 109.48% of S&P 500 Index downside but only 104.41% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.92 and R2 of 0.89, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.26%
Beta
0.92
0.89
Upside Capture
104.41%
Downside Capture
109.48%

Expense Ratio

TSPY has an expense ratio of 0.68%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TSPY ranks 69 for risk / return — better than 69% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


TSPY Risk / Return Rank: 6969
Overall Rank
TSPY Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TSPY Sortino Ratio Rank: 7272
Sortino Ratio Rank
TSPY Omega Ratio Rank: 7474
Omega Ratio Rank
TSPY Calmar Ratio Rank: 5858
Calmar Ratio Rank
TSPY Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for TappAlpha SPY Growth & Daily Income ETF (TSPY) and compare them to S&P 500 Index.


TSPYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.36

2.24

+0.12

Sortino ratio

Return per unit of downside risk

3.28

3.07

+0.21

Omega ratio

Gain probability vs. loss probability

1.44

1.41

+0.03

Calmar ratio

Return relative to maximum drawdown

2.86

2.93

-0.06

Martin ratio

Return relative to average drawdown

12.75

13.52

-0.77

Dividends

Dividend History

TappAlpha SPY Growth & Daily Income ETF provided a 13.68% dividend yield over the last twelve months, with an annual payout of $3.55 per share.


4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$3.55$3.49$0.87

Dividend yield

13.68%13.69%3.45%

Monthly Dividends

The table displays the monthly dividend distributions for TappAlpha SPY Growth & Daily Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.30$0.30$0.58$0.00$0.29$0.30$1.77
2025$0.29$0.30$0.29$0.27$0.28$0.28$0.29$0.29$0.29$0.30$0.30$0.30$3.49
2024$0.29$0.28$0.29$0.87

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the TappAlpha SPY Growth & Daily Income ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the TappAlpha SPY Growth & Daily Income ETF was 18.02%, occurring on Apr 8, 2025. Recovery took 59 trading sessions.

The current TappAlpha SPY Growth & Daily Income ETF drawdown is 0.13%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-18.02%Apr 2025
1mo 17d2mo 26d
4mo 13dFeb 2025 - Jul 2025
2026 pullback2026
-9.63%Mar 2026
1mo 25d18d
2mo 13dFeb 2026 - Apr 2026
2025 pullback2025
-5.17%Nov 2025
21d15d
1mo 6dOct 2025 - Dec 2025
2025 pullback2025
-4.89%Jan 2025
1mo 3d9d
1mo 12dDec 2024 - Jan 2025
2024 pullback2024
-4.11%Sep 2024
3d12d
15dSep 2024 - Sep 2024

Drawdown Indicators


TSPYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.02%

-56.78%

+38.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-9.10%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.13%

-0.74%

+0.61%

Average Drawdown

Average peak-to-trough decline

-2.53%

-10.72%

+8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.97%

+0.19%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add TappAlpha SPY Growth & Daily Income ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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