-99.0%
TARA vs SPY
+379.6%
-478.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -0.8% |
| 7D | -0.3% | +0.5% | -0.8% | -0.7% |
| 30D | -5.6% | -0.9% | -4.6% | -4.8% |
| 3M | -3.7% | +3.9% | -7.6% | -6.9% |
| 6M | -34.1% | +14.5% | -48.6% | -40.9% |
| YTD | -27.0% | +12.9% | -39.9% | -34.2% |
| 1Y | +26.7% | +19.4% | +7.3% | +9.4% |
| 3Y | +81.0% | +78.5% | +2.6% | +14.7% |
| 5Y | -49.2% | +81.8% | -131.0% | -68.2% |
| 10Y | -99.0% | +311.5% | -410.5% | -99.7% |
| All | -99.0% | +379.6% | -478.6% | -99.7% |
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