-51.7%
TAIL vs SPY
+279.0%
-330.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | 0.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.5% |
| 30D | -1.7% | +0.1% | -1.8% | -1.7% |
| 3M | -4.1% | +2.0% | -6.1% | -2.7% |
| 6M | -11.2% | +13.0% | -24.2% | -3.6% |
| YTD | -10.2% | +13.5% | -23.7% | -2.1% |
| 1Y | -11.8% | +20.0% | -31.8% | -0.3% |
| 3Y | -14.9% | +77.2% | -92.1% | +26.2% |
| 5Y | -38.1% | +81.9% | -120.0% | -2.6% |
| All | -51.7% | +279.0% | -330.7% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling