-15.0%
TAL vs SPY
+308.5%
-323.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -2.4% | +3.3% | -5.6% | -4.9% |
| 30D | -21.3% | -2.7% | -18.6% | -19.8% |
| 3M | -16.2% | -1.7% | -14.4% | -15.3% |
| 6M | -10.3% | +3.1% | -13.4% | -13.1% |
| YTD | -8.8% | +11.9% | -20.7% | -17.3% |
| 1Y | -14.4% | +12.0% | -26.4% | -22.4% |
| 3Y | +5.9% | +78.2% | -72.3% | -35.8% |
| 5Y | +126.1% | +73.2% | +52.9% | +41.5% |
| All | -15.0% | +308.5% | -323.5% | -75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling