+14.5%
TAK vs SPY
+79.8%
-65.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -3.2% | -2.0% | -1.2% | -2.6% |
| 30D | +3.6% | -1.7% | +5.3% | +4.1% |
| 3M | +15.5% | +4.7% | +10.8% | +13.7% |
| 6M | -0.5% | +12.5% | -13.1% | -4.5% |
| YTD | +16.2% | +11.7% | +4.4% | +11.7% |
| 1Y | +18.4% | +17.5% | +1.0% | +12.1% |
| 3Y | +27.2% | +76.6% | -49.4% | +2.8% |
| 5Y | +14.5% | +82.0% | -67.5% | -10.1% |
| All | +14.5% | +79.8% | -65.2% | -10.1% |
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