+20.9%
TAXF vs SPY
+198.6%
-177.7%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -0.9% | -0.8% | -0.2% | -0.9% |
| 30D | -2.7% | -1.1% | -1.6% | -2.6% |
| 3M | -3.0% | +3.9% | -6.8% | -3.2% |
| 6M | -2.0% | +13.6% | -15.6% | -2.7% |
| YTD | -1.0% | +12.7% | -13.6% | -1.7% |
| 1Y | +0.8% | +17.5% | -16.7% | -0.1% |
| 3Y | +10.2% | +76.9% | -66.7% | +6.4% |
| 5Y | +1.9% | +83.6% | -81.7% | -2.1% |
| All | +20.9% | +198.6% | -177.7% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling