+347.8%
TARS vs SPY
+78.7%
+269.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +13.9% | +3.3% | +10.6% | +11.5% |
| 30D | +8.6% | -2.7% | +11.3% | +10.4% |
| 3M | +9.8% | -1.7% | +11.6% | +10.9% |
| 6M | +28.5% | +3.1% | +25.4% | +25.3% |
| YTD | -6.1% | +11.9% | -18.0% | -13.8% |
| 1Y | +2.8% | +12.0% | -9.2% | -5.7% |
| All | +347.8% | +78.7% | +269.1% | +171.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling