+305.4%
TAYD vs SPY
+307.0%
-1.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +2.2% | +2.6% | -0.4% | +1.3% |
| 30D | +6.4% | -2.0% | +8.4% | +7.2% |
| 3M | +10.0% | -2.8% | +12.8% | +11.2% |
| 6M | +15.4% | +2.1% | +13.2% | +14.5% |
| YTD | -0.5% | +11.5% | -12.0% | -4.3% |
| 1Y | +28.9% | +13.5% | +15.4% | +23.2% |
| 3Y | +164.9% | +77.7% | +87.2% | +123.2% |
| 5Y | +399.5% | +72.6% | +326.9% | +322.3% |
| All | +305.4% | +307.0% | -1.6% | +187.4% |
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