+113.3%
TAC vs SPY
+899.7%
-786.4%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -5.2% | +0.1% | -5.3% | -5.3% |
| 3M | -7.3% | +2.0% | -9.3% | -8.7% |
| 6M | -9.0% | +13.0% | -22.0% | -16.7% |
| YTD | -4.3% | +13.5% | -17.8% | -12.7% |
| 1Y | -0.2% | +20.0% | -20.1% | -12.1% |
| 3Y | +31.5% | +77.2% | -45.7% | -11.9% |
| 5Y | +31.5% | +81.9% | -50.4% | -14.9% |
| 10Y | +221.8% | +314.1% | -92.3% | +18.4% |
| All | +113.3% | +899.7% | -786.4% | -51.3% |
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 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