Summary
TSPY
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 20.21% Volatility 17.82% Sharpe 0.48
Official loaded data — not a live quote.

TAPPALPHA S&P 500 GROWTH & DAILY INCOME ETF

Symbol: TSPY

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 14/08/2024

Latest date: 16/07/2026

Current price: $25.49

Expense ratio: 0.71%

Assets under management
$310.7M
-0.31% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.54%

Ann. -51.14% (Sharpe / Sortino numerator)

Volatility

17.81%

Sharpe ratio

-3.075

VaR 95%

-1.64%

CVaR 95%: -1.90%
Max drawdown: -8.13%
Sortino ratio: -5.309
Calmar ratio: -6.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.93%

Ann. -25.38% (Sharpe / Sortino numerator)

Volatility

14.62%

Sharpe ratio

-1.985

VaR 95%

-1.51%

CVaR 95%: -1.84%
Max drawdown: -11.81%
Sortino ratio: -2.966
Calmar ratio: -2.15

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.01%

Ann. -7.87% (Sharpe / Sortino numerator)

Volatility

13.69%

Sharpe ratio

-0.840

VaR 95%

-1.43%

CVaR 95%: -1.88%
Max drawdown: -11.81%
Sortino ratio: -1.191
Calmar ratio: -0.67

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

20.21%

Ann. 12.10% (Sharpe / Sortino numerator)

Volatility

17.82%

Sharpe ratio

0.475

VaR 95%

-1.59%

CVaR 95%: -2.72%
Max drawdown: -11.81%
Sortino ratio: 0.564
Calmar ratio: 1.02

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

36.65%

Ann. 15.84% (Sharpe / Sortino numerator)

Volatility

16.59%

Sharpe ratio

0.739

VaR 95%

-1.61%

CVaR 95%: -2.44%
Max drawdown: -18.02%
Sortino ratio: 0.930
Calmar ratio: 0.88

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.076%

Best day

2.985%

31/03/2026
Worst day

-2.668%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $25.57 $25.59 $25.36 $25.49 116,000
15/07/2026 $25.63 $25.64 $25.46 $25.63 126,600
14/07/2026 $25.63 $25.63 $25.43 $25.52 104,700
13/07/2026 $25.63 $25.63 $25.38 $25.44 158,300
10/07/2026 $25.48 $25.63 $25.37 $25.63 125,000
09/07/2026 $25.47 $25.49 $25.29 $25.45 216,000
08/07/2026 $25.26 $25.30 $25.10 $25.24 186,000
07/07/2026 $25.45 $25.47 $25.27 $25.34 276,100
06/07/2026 $25.33 $25.47 $25.32 $25.47 337,400
02/07/2026 $25.41 $25.49 $25.12 $25.30 216,200