-41.3%
TLK vs SPY
+11.8%
-53.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +4.9% | +3.3% | +1.6% | +3.1% |
| 30D | -9.2% | -2.7% | -6.5% | -7.9% |
| 3M | -21.5% | -1.7% | -19.8% | -20.9% |
| 6M | -26.4% | +3.1% | -29.5% | -28.1% |
| YTD | -40.9% | +11.9% | -52.8% | -46.4% |
| 1Y | -41.3% | +12.0% | -53.3% | -46.7% |
| All | -41.3% | +11.8% | -53.1% | -46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling