+404.2%
TAYD vs SPY
+72.1%
+332.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +2.2% | +2.6% | -0.4% | +1.2% |
| 30D | +6.4% | -2.0% | +8.4% | +7.4% |
| 3M | +10.0% | -2.8% | +12.8% | +11.4% |
| 6M | +15.4% | +2.1% | +13.2% | +14.4% |
| YTD | -0.5% | +11.5% | -12.0% | -4.8% |
| 1Y | +28.9% | +13.5% | +15.4% | +22.4% |
| 3Y | +164.9% | +77.7% | +87.2% | +125.4% |
| All | +404.2% | +72.1% | +332.1% | +332.6% |
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