+31.0%
TALO vs SPY
+82.3%
-51.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.1% |
| 7D | +5.0% | -0.8% | +5.8% | +5.8% |
| 30D | +14.1% | -1.1% | +15.1% | +15.2% |
| 3M | +19.5% | +3.9% | +15.6% | +13.7% |
| 6M | +31.6% | +13.6% | +18.0% | +11.5% |
| YTD | +60.4% | +12.7% | +47.8% | +36.8% |
| 1Y | +81.1% | +17.5% | +63.6% | +46.4% |
| 3Y | +6.0% | +76.9% | -70.9% | -47.3% |
| All | +31.0% | +82.3% | -51.3% | -37.7% |
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