-52.0%
TARA vs SPY
+12.1%
-64.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.1% |
| 7D | +10.0% | +2.6% | +7.4% | +7.1% |
| 30D | +2.0% | -2.0% | +4.0% | +4.4% |
| 3M | -35.8% | -2.8% | -33.0% | -33.8% |
| 6M | -51.3% | +2.1% | -53.5% | -51.8% |
| YTD | -52.5% | +11.5% | -64.0% | -57.8% |
| 1Y | -52.0% | +13.5% | -65.5% | -57.8% |
| All | -52.0% | +12.1% | -64.0% | -57.8% |
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