+1.8%
TACO vs SPY
+29.4%
-27.6%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +0.3% | -1.4% | +1.7% | +0.3% |
| 3M | +0.6% | +3.7% | -3.1% | +0.6% |
| 6M | +2.6% | +13.0% | -10.4% | +2.3% |
| YTD | +3.4% | +12.4% | -9.0% | +3.1% |
| 1Y | +2.3% | +18.5% | -16.2% | +1.7% |
| All | +1.8% | +29.4% | -27.6% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling