+50.0%
TALO vs SPY
+72.1%
-22.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.1% |
| 7D | +9.6% | +2.6% | +7.0% | +6.8% |
| 30D | -4.5% | -2.0% | -2.5% | -2.8% |
| 3M | +5.2% | -2.8% | +8.0% | +7.7% |
| 6M | +6.2% | +2.1% | +4.1% | +2.3% |
| YTD | +47.5% | +11.5% | +36.1% | +27.1% |
| 1Y | +54.1% | +13.5% | +40.7% | +29.9% |
| 3Y | +13.9% | +77.7% | -63.8% | -42.9% |
| All | +50.0% | +72.1% | -22.1% | -20.6% |
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