+233.3%
TARS vs SPY
+128.5%
+104.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.3% |
| 7D | -8.4% | -2.7% | -5.6% | -6.4% |
| 30D | -6.8% | -5.4% | -1.4% | -2.6% |
| 3M | +5.0% | -4.1% | +9.1% | +8.5% |
| 6M | +5.9% | +0.7% | +5.2% | +4.5% |
| YTD | -16.2% | +8.7% | -24.9% | -22.7% |
| 1Y | +0.7% | +10.9% | -10.1% | -8.6% |
| 3Y | +328.5% | +75.0% | +253.5% | +151.4% |
| 5Y | +146.1% | +67.8% | +78.4% | +52.9% |
| All | +233.3% | +128.5% | +104.9% | +62.5% |
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