+143.5%
TAC vs SPY
+879.4%
-735.9%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.6% | +3.2% |
| 7D | +6.9% | +0.1% | +6.8% | +6.8% |
| 30D | +4.0% | -3.3% | +7.3% | +6.6% |
| 3M | +10.3% | -2.4% | +12.7% | +12.3% |
| 6M | +7.8% | +2.6% | +5.3% | +5.9% |
| YTD | +9.2% | +11.2% | -2.0% | +1.2% |
| 1Y | -11.0% | +13.4% | -24.4% | -18.5% |
| 3Y | +75.3% | +79.9% | -4.6% | +16.4% |
| 5Y | +28.1% | +72.2% | -44.1% | -13.6% |
| 10Y | +292.9% | +307.3% | -14.4% | +46.5% |
| All | +143.5% | +879.4% | -735.9% | -43.6% |
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