+422.9%
TAYD vs SPY
+81.0%
+341.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +2.1% | -0.4% | +2.5% | +2.2% |
| 30D | +17.1% | -1.4% | +18.4% | +17.7% |
| 3M | +10.3% | +3.7% | +6.6% | +8.7% |
| 6M | -27.6% | +13.0% | -40.6% | -31.2% |
| YTD | +3.4% | +12.4% | -9.0% | -1.5% |
| 1Y | +29.3% | +18.5% | +10.8% | +20.4% |
| 3Y | +180.1% | +77.6% | +102.5% | +136.8% |
| 5Y | +422.9% | +81.7% | +341.2% | +341.5% |
| All | +422.9% | +81.0% | +341.9% | +341.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling