-21.3%
TLK vs SPY
+311.3%
-332.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.9% |
| 7D | +2.3% | +0.5% | +1.8% | +1.9% |
| 30D | -0.1% | -0.9% | +0.8% | +0.5% |
| 3M | +16.1% | +3.9% | +12.2% | +13.1% |
| 6M | -15.0% | +14.5% | -29.6% | -22.2% |
| YTD | -22.4% | +12.9% | -35.3% | -28.3% |
| 1Y | -14.9% | +19.4% | -34.3% | -24.3% |
| 3Y | -22.9% | +78.5% | -101.4% | -47.4% |
| 5Y | -13.7% | +81.8% | -95.5% | -42.9% |
| 10Y | -21.3% | +311.5% | -332.9% | -72.9% |
| All | -21.3% | +311.3% | -332.7% | -72.9% |
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