{"schemaVersion":1,"ticker":"TSPY","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/tspy/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, TSPY against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/tspy/"},"benchmark":{"ticker":"VOO","name":"Vanguard S&P 500 ETF (VOO)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":84.0,"date":"2026-10-07","url":"https://jdkfnvgkfwotjlyovbrk.supabase.co/storage/v1/object/public/fund-docs/c685d68b-454c-4875-b620-15f0daf1e3ba/81d5fd12-019b-44c4-93ae-565cbf7c5c45/19a1_1791381948003_TSPY_19a-1_Notice_Ex-Date_10.7.26__1_.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":84.0,"from":"2026-10-07","to":"2026-10-07","notices":1,"distributions":12,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":82.65,"fiscalYearEnd":"2025-12-31","filed":"2026-03-09","url":"https://www.sec.gov/Archives/edgar/data/1771146/000199937126005404/tspy-ncsr_123125.htm"}},"kind":"benchmark","a":"TSPY","b":"VOO","window":{"from":"2024-08-23","to":"2026-10-23","firstReturn":"2024-08-30","weeklyReturns":113,"years":2.17,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.04097819,"perWeek":0.0007880421,"days":541,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.34913441,"b":0.38938533,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.14775296,"b":0.16338571,"edge":"VOO (slight)","lead":"VOO"},"price":{"a":0.0064257,"b":0.35210777,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.14111033,"b":0.14916249,"edge":"TSPY (slight)","lead":"TSPY"},"downsideDeviation":{"a":0.09606445,"b":0.09811523,"edge":"TSPY (slight)","lead":"TSPY"},"maxDrawdown":{"a":-0.16502262,"b":-0.1668507,"edge":"Tie","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.1069426,"b":0.12163721,"edge":"VOO","lead":"VOO"},"sharpe":{"a":0.7578651,"b":0.81546783,"edge":"VOO (slight)","lead":"VOO"},"sortino":{"a":1.11323804,"b":1.23973825,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.89534971,"b":0.979233,"edge":"VOO (slight)","lead":"VOO"}},"relative":{"TSPY":{"on":"VOO","beta":0.92125302,"r2":0.94832989,"alpha":-0.00511605,"alphaT":-0.23257463,"alphaLow":-0.04870546,"alphaHigh":0.03847336,"upsideCapture":0.8920885,"downsideCapture":0.95294604,"treynor":0.11608385,"trackingError":0.03415893,"informationRatio":-0.43018358,"upWeeks":64,"downWeeks":49,"treynorReference":0.12163721,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"VOO","lead":"VOO"},"downsideCapture":{"edge":"TSPY (slight)","lead":"TSPY"},"treynor":{"edge":"VOO (slight)","lead":"VOO"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"TSPY":{"kept":"2026-10-26","distributions":25,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":113,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.34913441}},"VOO":{"kept":"2026-10-26","distributions":9,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":113,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.38938533}}}}