-99.4%
TARA vs SPY
+373.5%
-472.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.0% |
| 7D | +10.0% | +2.6% | +7.4% | +7.8% |
| 30D | +2.0% | -2.0% | +4.0% | +4.2% |
| 3M | -35.8% | -2.8% | -33.0% | -33.9% |
| 6M | -51.3% | +2.1% | -53.5% | -51.9% |
| YTD | -52.5% | +11.5% | -64.0% | -56.5% |
| 1Y | -52.0% | +13.5% | -65.5% | -56.7% |
| 3Y | +120.0% | +77.7% | +42.3% | +40.2% |
| 5Y | -65.5% | +72.6% | -138.1% | -77.5% |
| 10Y | -99.3% | +308.2% | -407.5% | -99.8% |
| All | -99.4% | +373.5% | -472.9% | -99.8% |
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