-86.4%
TACK vs SPY
+78.9%
-165.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | +0.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +0.4% | -3.3% | +3.7% | +2.0% |
| 3M | -0.6% | -2.4% | +1.8% | +0.5% |
| 6M | +4.6% | +2.6% | +2.0% | +3.1% |
| YTD | -89.2% | +11.2% | -100.5% | -89.7% |
| 1Y | -89.1% | +13.4% | -102.5% | -89.7% |
| 3Y | -85.6% | +79.9% | -165.5% | -88.5% |
| All | -86.4% | +78.9% | -165.3% | -89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling