+58.9%
TAK vs SPY
+72.1%
-13.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +2.0% | +2.6% | -0.6% | +1.2% |
| 30D | +12.7% | -2.0% | +14.7% | +13.3% |
| 3M | +23.2% | -2.8% | +26.0% | +24.1% |
| 6M | +28.8% | +2.1% | +26.6% | +27.5% |
| YTD | +37.5% | +11.5% | +26.0% | +32.1% |
| 1Y | +50.5% | +13.5% | +37.0% | +43.8% |
| 3Y | +67.8% | +77.7% | -9.9% | +35.2% |
| All | +58.9% | +72.1% | -13.2% | +27.7% |
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