-95.5%
TAOX vs SPY
+126.5%
-222.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.6% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +11.3% | +0.1% | +11.3% | +11.3% |
| 3M | -4.3% | +2.0% | -6.3% | -6.1% |
| 6M | -16.3% | +13.0% | -29.3% | -27.4% |
| YTD | +5.6% | +13.5% | -8.0% | -7.8% |
| 1Y | -32.9% | +20.0% | -52.9% | -43.9% |
| 3Y | -69.5% | +77.2% | -146.7% | -83.4% |
| 5Y | -97.7% | +81.9% | -179.6% | -98.7% |
| All | -95.5% | +126.5% | -222.0% | -97.8% |
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 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