+2.1%
TAXS vs SPY
+19.9%
-17.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -0.2% | -0.4% | +0.2% | -0.2% |
| 30D | -0.4% | -1.4% | +1.0% | -0.3% |
| 3M | -0.1% | +3.7% | -3.9% | -0.2% |
| 6M | +0.1% | +13.0% | -12.9% | -0.2% |
| YTD | +0.9% | +12.4% | -11.5% | +0.6% |
| 1Y | +1.6% | +18.5% | -16.9% | +1.3% |
| All | +2.1% | +19.9% | -17.7% | +1.7% |
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