-36.2%
TAIL vs SPY
+71.5%
-107.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -0.3% |
| 7D | -0.1% | +0.1% | -0.2% | +0.1% |
| 30D | +4.1% | -3.3% | +7.4% | +2.0% |
| 3M | -1.2% | -2.4% | +1.3% | -2.5% |
| 6M | -5.8% | +2.6% | -8.3% | -3.7% |
| YTD | -9.8% | +11.2% | -21.1% | -2.1% |
| 1Y | -11.9% | +13.4% | -25.3% | -2.9% |
| 3Y | -12.7% | +79.9% | -92.6% | +35.7% |
| 5Y | -36.2% | +72.2% | -108.4% | +1.3% |
| All | -36.2% | +71.5% | -107.6% | +1.3% |
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 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