+138.3%
TAC vs SPY
+875.8%
-737.5%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -1.9% |
| 7D | +1.1% | -0.6% | +1.7% | +1.5% |
| 30D | +1.8% | -3.7% | +5.4% | +4.6% |
| 3M | +9.4% | -2.7% | +12.2% | +11.7% |
| 6M | +5.5% | +2.2% | +3.3% | +3.9% |
| YTD | +6.9% | +10.8% | -3.9% | -0.7% |
| 1Y | -14.3% | +11.2% | -25.5% | -20.5% |
| 3Y | +70.1% | +76.5% | -6.3% | +14.5% |
| 5Y | +31.3% | +72.9% | -41.6% | -11.7% |
| 10Y | +294.1% | +304.8% | -10.8% | +47.6% |
| All | +138.3% | +875.8% | -737.5% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling