-42.3%
TAOX vs SPY
+17.2%
-59.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -3.5% |
| 7D | -6.2% | -2.0% | -4.2% | +1.0% |
| 30D | +5.0% | -1.7% | +6.6% | +11.7% |
| 3M | +4.1% | +4.7% | -0.6% | -13.0% |
| 6M | -23.5% | +12.5% | -36.0% | -51.5% |
| YTD | +3.3% | +11.7% | -8.5% | -29.5% |
| 1Y | -42.3% | +17.5% | -59.8% | -70.8% |
| All | -42.3% | +17.2% | -59.6% | -70.8% |
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