-52.5%
TAIL vs SPY
+272.2%
-324.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | -0.2% |
| 7D | -4.0% | +2.6% | -6.6% | -2.4% |
| 30D | +1.2% | -2.0% | +3.2% | +0.2% |
| 3M | -3.2% | -2.8% | -0.4% | -4.6% |
| 6M | -6.9% | +2.1% | -9.0% | -5.2% |
| YTD | -11.7% | +11.5% | -23.2% | -4.7% |
| 1Y | -13.8% | +13.5% | -27.3% | -5.9% |
| 3Y | -13.5% | +77.7% | -91.2% | +28.6% |
| 5Y | -37.0% | +72.6% | -109.6% | -3.7% |
| All | -52.5% | +272.2% | -324.7% | +36.6% |
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 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