+11.2%
TAL vs SPY
+75.1%
-63.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +2.9% | -2.7% | +5.6% | +4.3% |
| 30D | -20.4% | -5.4% | -15.0% | -17.9% |
| 3M | -18.5% | -4.1% | -14.4% | -16.6% |
| 6M | -11.2% | +0.7% | -11.9% | -12.2% |
| YTD | -6.9% | +8.7% | -15.5% | -12.3% |
| 1Y | -15.5% | +10.9% | -26.4% | -21.4% |
| 3Y | +11.2% | +75.0% | -63.8% | -20.8% |
| All | +11.2% | +75.1% | -63.9% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling