+273.0%
TARS vs SPY
+136.1%
+136.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.6% | +2.9% |
| 7D | +11.1% | -0.9% | +12.0% | +11.9% |
| 30D | +3.2% | -2.4% | +5.5% | +5.1% |
| 3M | +10.5% | -1.2% | +11.7% | +11.4% |
| 6M | +28.7% | +3.3% | +25.4% | +24.4% |
| YTD | -6.3% | +12.3% | -18.5% | -15.8% |
| 1Y | +1.5% | +12.4% | -11.0% | -8.9% |
| 3Y | +339.4% | +78.8% | +260.6% | +153.2% |
| 5Y | +179.2% | +75.2% | +104.1% | +67.5% |
| All | +273.0% | +136.1% | +136.9% | +77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling