+36.9%
TAC vs SPY
+81.8%
-44.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.2% |
| 7D | +5.4% | +0.5% | +4.9% | +5.0% |
| 30D | +0.3% | -0.9% | +1.2% | +0.9% |
| 3M | -0.4% | +3.9% | -4.3% | -3.2% |
| 6M | -1.7% | +14.5% | -16.2% | -11.0% |
| YTD | -0.7% | +12.9% | -13.6% | -9.2% |
| 1Y | +2.0% | +19.4% | -17.4% | -10.0% |
| 3Y | +36.4% | +78.5% | -42.1% | -5.5% |
| 5Y | +36.9% | +81.8% | -44.9% | -8.9% |
| All | +36.9% | +81.8% | -44.9% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling