+142.5%
TAL vs SPY
+72.1%
+70.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.6% |
| 7D | +1.2% | +2.6% | -1.4% | -1.1% |
| 30D | -17.8% | -2.0% | -15.8% | -16.7% |
| 3M | -11.4% | -2.8% | -8.6% | -9.6% |
| 6M | -10.7% | +2.1% | -12.8% | -13.1% |
| YTD | -5.8% | +11.5% | -17.3% | -15.3% |
| 1Y | -10.0% | +13.5% | -23.4% | -20.4% |
| 3Y | +6.6% | +77.7% | -71.1% | -41.1% |
| All | +142.5% | +72.1% | +70.3% | +48.7% |
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