+22.4%
TAK vs SPY
+21.3%
+1.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | +13.0% | +0.2% | +12.7% | +12.9% |
| 3M | +24.5% | +2.8% | +21.7% | +23.9% |
| 6M | +3.5% | +14.3% | -10.8% | -1.6% |
| YTD | +20.0% | +14.0% | +6.0% | +13.9% |
| All | +22.4% | +21.3% | +1.1% | +12.8% |
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 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