-52.8%
TALO vs SPY
+221.4%
-274.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.6% |
| 7D | -0.6% | +0.5% | -1.2% | -1.3% |
| 30D | +19.3% | -0.9% | +20.3% | +20.6% |
| 3M | +14.8% | +3.9% | +10.9% | +8.0% |
| 6M | +29.3% | +14.5% | +14.8% | +5.3% |
| YTD | +55.7% | +12.9% | +42.8% | +28.8% |
| 1Y | +81.8% | +19.4% | +62.4% | +39.2% |
| 3Y | +1.3% | +78.5% | -77.2% | -54.5% |
| 5Y | +36.2% | +81.8% | -45.6% | -40.1% |
| All | -52.8% | +221.4% | -274.2% | -89.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling