+212.2%
TAYD vs SPY
+318.9%
-106.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -1.9% | -2.0% | +0.1% | -1.2% |
| 30D | +11.3% | -1.7% | +12.9% | +11.9% |
| 3M | +8.4% | +4.7% | +3.7% | +6.7% |
| 6M | -28.5% | +12.5% | -41.0% | -31.4% |
| YTD | +1.6% | +11.7% | -10.1% | -2.4% |
| 1Y | +29.8% | +17.5% | +12.3% | +22.5% |
| 3Y | +175.2% | +76.6% | +98.6% | +132.2% |
| 5Y | +423.2% | +82.0% | +341.1% | +335.5% |
| All | +212.2% | +318.9% | -106.7% | +118.8% |
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