+6.6%
TAXE vs SPY
+39.3%
-32.7%
-3.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -0.9% | -2.0% | +1.1% | -0.8% |
| 30D | -2.0% | -1.7% | -0.3% | -1.9% |
| 3M | -2.4% | +4.7% | -7.2% | -2.5% |
| 6M | -2.2% | +12.5% | -14.7% | -2.2% |
| YTD | -0.8% | +11.7% | -12.5% | -0.9% |
| 1Y | +1.3% | +17.5% | -16.1% | +1.3% |
| All | +6.6% | +39.3% | -32.7% | +6.9% |
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 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