-1.5%
TAC vs SPY
+17.9%
-19.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +4.3% | -0.4% | +4.7% | +4.6% |
| 30D | +1.2% | -1.4% | +2.5% | +2.6% |
| 3M | -0.5% | +3.7% | -4.2% | -4.9% |
| 6M | -1.6% | +13.0% | -14.6% | -15.7% |
| YTD | -1.2% | +12.4% | -13.6% | -15.0% |
| All | -1.5% | +17.9% | -19.4% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling