+21.9%
TAXF vs SPY
+199.3%
-177.4%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.2% |
| 7D | -0.4% | +0.5% | -0.9% | -0.4% |
| 30D | -1.7% | -0.9% | -0.8% | -1.7% |
| 3M | -2.2% | +3.9% | -6.1% | -2.4% |
| 6M | -1.6% | +14.5% | -16.1% | -2.3% |
| YTD | -0.2% | +12.9% | -13.1% | -0.9% |
| 1Y | +2.3% | +19.4% | -17.0% | +1.3% |
| 3Y | +11.0% | +78.5% | -67.4% | +7.1% |
| 5Y | +2.7% | +81.8% | -79.0% | -1.2% |
| All | +21.9% | +199.3% | -177.4% | +11.2% |
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