-51.4%
TALO vs SPY
+220.7%
-272.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.3% |
| 7D | +5.0% | -0.8% | +5.8% | +5.9% |
| 30D | +14.1% | -1.1% | +15.1% | +15.4% |
| 3M | +19.5% | +3.9% | +15.6% | +12.6% |
| 6M | +31.6% | +13.6% | +18.0% | +8.4% |
| YTD | +60.4% | +12.7% | +47.8% | +33.0% |
| 1Y | +81.1% | +17.5% | +63.6% | +41.7% |
| 3Y | +6.0% | +76.9% | -70.9% | -51.9% |
| 5Y | +41.7% | +83.6% | -41.9% | -38.6% |
| All | -51.4% | +220.7% | -272.1% | -89.1% |
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