-53.7%
TALO vs SPY
+223.2%
-276.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.1% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +18.8% | +0.1% | +18.7% | +18.5% |
| 3M | +10.1% | +2.0% | +8.1% | +6.2% |
| 6M | +29.1% | +13.0% | +16.1% | +7.1% |
| YTD | +52.8% | +13.5% | +39.3% | +25.6% |
| 1Y | +73.6% | +20.0% | +53.6% | +32.2% |
| 3Y | -2.8% | +77.2% | -80.0% | -55.9% |
| 5Y | +32.3% | +81.9% | -49.6% | -41.8% |
| All | -53.7% | +223.2% | -276.9% | -89.7% |
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 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