+181.3%
TAYD vs SPY
+76.5%
+104.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | +2.1% | -0.4% | +2.5% | +2.4% |
| 30D | +17.1% | -1.4% | +18.4% | +18.2% |
| 3M | +10.3% | +3.7% | +6.6% | +7.3% |
| 6M | -27.6% | +13.0% | -40.6% | -34.0% |
| YTD | +3.4% | +12.4% | -9.0% | -5.3% |
| 1Y | +29.3% | +18.5% | +10.8% | +13.0% |
| All | +181.3% | +76.5% | +104.7% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling