-49.4%
TARA vs SPY
+14.6%
-64.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.1% | -4.1% |
| 7D | -5.6% | -0.7% | -4.9% | -5.0% |
| 30D | -10.6% | -1.0% | -9.6% | -9.7% |
| 3M | -41.4% | -0.3% | -41.1% | -41.2% |
| 6M | -56.9% | +7.3% | -64.2% | -59.3% |
| YTD | -55.9% | +13.3% | -69.2% | -61.7% |
| 1Y | -49.4% | +14.8% | -64.2% | -56.5% |
| All | -49.4% | +14.6% | -64.0% | -56.5% |
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