+218.1%
TAC vs SPY
+311.3%
-93.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.2% |
| 7D | +5.4% | +0.5% | +4.9% | +4.9% |
| 30D | +0.3% | -0.9% | +1.2% | +1.0% |
| 3M | -0.4% | +3.9% | -4.3% | -3.5% |
| 6M | -1.7% | +14.5% | -16.2% | -12.0% |
| YTD | -0.7% | +12.9% | -13.6% | -10.1% |
| 1Y | +2.0% | +19.4% | -17.4% | -11.3% |
| 3Y | +36.4% | +78.5% | -42.1% | -13.2% |
| 5Y | +36.9% | +81.8% | -44.9% | -15.7% |
| 10Y | +218.1% | +311.5% | -93.4% | +4.3% |
| All | +218.1% | +311.3% | -93.2% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling