+7.1%
TAK vs SPY
+794.7%
-787.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +2.0% | +2.6% | -0.6% | +0.8% |
| 30D | +12.7% | -2.0% | +14.7% | +13.5% |
| 3M | +23.2% | -2.8% | +26.0% | +24.5% |
| 6M | +28.8% | +2.1% | +26.6% | +27.0% |
| YTD | +37.5% | +11.5% | +26.0% | +30.2% |
| 1Y | +50.5% | +13.5% | +37.0% | +41.4% |
| 3Y | +67.8% | +77.7% | -9.9% | +26.4% |
| 5Y | +58.7% | +72.6% | -13.9% | +19.9% |
| 10Y | +4.9% | +308.2% | -303.3% | -47.3% |
| All | +7.1% | +794.7% | -787.6% | -59.1% |
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 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