-26.8%
TARK vs SPY
+14.6%
-41.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -7.4% |
| 7D | -13.8% | -0.7% | -13.1% | -10.6% |
| 30D | -28.0% | -1.0% | -26.9% | -23.4% |
| 3M | +1.2% | -0.3% | +1.5% | +5.9% |
| 6M | -7.3% | +7.3% | -14.7% | -27.4% |
| YTD | -11.6% | +13.3% | -24.9% | -42.7% |
| 1Y | -26.8% | +14.8% | -41.6% | -54.8% |
| All | -26.8% | +14.6% | -41.4% | -54.8% |
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