-100.0%
TANH vs SPY
+322.5%
-422.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.9% | -14.7% | -14.4% |
| 7D | -6.5% | -0.8% | -5.7% | -6.1% |
| 30D | +2.0% | -1.1% | +3.1% | +2.7% |
| 3M | -14.6% | +3.9% | -18.5% | -16.8% |
| 6M | -60.3% | +13.6% | -73.9% | -63.7% |
| YTD | -59.1% | +12.7% | -71.8% | -62.4% |
| 1Y | -80.0% | +17.5% | -97.5% | -82.0% |
| 3Y | -99.5% | +76.9% | -176.4% | -99.6% |
| 5Y | -100.0% | +83.6% | -183.6% | -100.0% |
| All | -100.0% | +322.5% | -422.5% | -100.0% |
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