-86.5%
TACK vs SPY
+79.3%
-165.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +0.6% | +2.6% | -2.0% | -0.7% |
| 30D | -0.3% | -2.0% | +1.6% | +0.6% |
| 3M | -2.6% | -2.8% | +0.2% | -1.3% |
| 6M | +2.8% | +2.1% | +0.6% | +1.5% |
| YTD | -89.3% | +11.5% | -100.8% | -89.8% |
| 1Y | -89.2% | +13.5% | -102.6% | -89.7% |
| 3Y | -85.7% | +77.7% | -163.4% | -88.6% |
| All | -86.5% | +79.3% | -165.8% | -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 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