-64.6%
TARA vs SPY
+72.1%
-136.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.9% |
| 3M | -35.8% | -2.8% | -33.0% | -33.4% |
| 6M | -51.3% | +2.1% | -53.5% | -52.2% |
| YTD | -52.5% | +11.5% | -64.0% | -57.9% |
| 1Y | -52.0% | +13.5% | -65.5% | -58.2% |
| 3Y | +120.0% | +77.7% | +42.3% | +17.9% |
| All | -64.6% | +72.1% | -136.7% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling