-62.1%
TAOX vs SPY
+14.6%
-76.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -5.8% |
| 7D | -16.0% | -0.7% | -15.3% | -13.6% |
| 30D | -39.7% | -1.0% | -38.7% | -37.0% |
| 3M | -29.0% | -0.3% | -28.7% | -27.2% |
| 6M | -50.4% | +7.3% | -57.7% | -59.9% |
| YTD | -27.4% | +13.3% | -40.8% | -47.4% |
| 1Y | -62.1% | +14.8% | -76.9% | -73.6% |
| All | -62.1% | +14.6% | -76.8% | -73.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling