+53.3%
TARS vs SPY
+19.4%
+33.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.6% |
| 7D | +17.8% | +0.5% | +17.2% | +17.4% |
| 30D | +34.6% | -0.9% | +35.6% | +35.3% |
| 3M | +46.2% | +3.9% | +42.4% | +41.9% |
| 6M | +19.1% | +14.5% | +4.5% | +5.4% |
| YTD | +6.5% | +12.9% | -6.4% | -4.9% |
| 1Y | +53.3% | +19.4% | +34.0% | +39.8% |
| All | +53.3% | +19.4% | +33.9% | +39.8% |
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