+427.4%
TAL vs SPY
+770.1%
-342.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.7% |
| 7D | +3.9% | +0.1% | +3.7% | +3.7% |
| 30D | +2.6% | +0.1% | +2.5% | +2.4% |
| 3M | +27.6% | +2.0% | +25.6% | +25.3% |
| 6M | +17.4% | +13.0% | +4.4% | +6.8% |
| YTD | +13.7% | +13.5% | +0.1% | +3.1% |
| 1Y | +21.0% | +20.0% | +1.0% | +5.3% |
| 3Y | +66.0% | +77.2% | -11.2% | +6.2% |
| 5Y | +142.2% | +81.9% | +60.3% | +53.4% |
| 10Y | +18.9% | +314.1% | -295.2% | -58.5% |
| All | +427.4% | +770.1% | -342.7% | +14.2% |
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