-38.4%
TLK vs SPY
+304.1%
-342.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | +8.0% | -0.6% | +8.6% | +8.2% |
| 30D | -12.5% | -3.7% | -8.8% | -10.5% |
| 3M | -24.9% | -2.7% | -22.1% | -23.7% |
| 6M | -29.1% | +2.2% | -31.3% | -30.3% |
| YTD | -42.2% | +10.8% | -53.0% | -46.0% |
| 1Y | -41.2% | +11.2% | -52.5% | -45.3% |
| 3Y | -38.9% | +76.5% | -115.4% | -57.9% |
| 5Y | -41.6% | +72.9% | -114.5% | -59.8% |
| 10Y | -38.4% | +304.8% | -343.2% | -77.4% |
| All | -38.4% | +304.1% | -342.5% | -77.4% |
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