+55.3%
TAK vs SPY
+14.6%
+40.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | +4.5% | -0.7% | +5.2% | +4.5% |
| 30D | +18.2% | -1.0% | +19.3% | +18.3% |
| 3M | +27.2% | -0.3% | +27.5% | +27.1% |
| 6M | +27.2% | +7.3% | +19.8% | +24.7% |
| YTD | +35.1% | +13.3% | +21.8% | +29.2% |
| 1Y | +55.3% | +14.8% | +40.5% | +48.0% |
| All | +55.3% | +14.6% | +40.7% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling