+215.4%
TAYD vs SPY
+322.5%
-107.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.7% |
| 7D | -3.5% | -0.8% | -2.8% | -3.3% |
| 30D | +12.3% | -1.1% | +13.4% | +12.7% |
| 3M | +10.2% | +3.9% | +6.3% | +8.7% |
| 6M | -25.7% | +13.6% | -39.3% | -29.1% |
| YTD | +2.6% | +12.7% | -10.1% | -1.7% |
| 1Y | +26.1% | +17.5% | +8.6% | +19.0% |
| 3Y | +179.1% | +76.9% | +102.2% | +135.2% |
| 5Y | +428.5% | +83.6% | +344.9% | +338.6% |
| All | +215.4% | +322.5% | -107.1% | +120.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling