+341.1%
TARS vs SPY
+138.7%
+202.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.4% | +9.5% | +9.4% |
| 7D | +26.5% | +0.1% | +26.4% | +26.4% |
| 30D | +48.1% | +0.1% | +48.1% | +48.0% |
| 3M | +50.4% | +2.0% | +48.5% | +47.3% |
| 6M | +19.1% | +13.0% | +6.1% | +6.7% |
| YTD | +10.9% | +13.5% | -2.7% | -1.1% |
| 1Y | +58.1% | +20.0% | +38.1% | +34.2% |
| 3Y | +444.9% | +77.2% | +367.7% | +218.0% |
| 5Y | +240.4% | +81.9% | +158.5% | +98.7% |
| All | +341.1% | +138.7% | +202.4% | +107.8% |
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 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