-13.7%
TLK vs SPY
+81.8%
-95.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.8% |
| 7D | +2.3% | +0.5% | +1.8% | +2.0% |
| 30D | -0.1% | -0.9% | +0.8% | +0.3% |
| 3M | +16.1% | +3.9% | +12.2% | +13.9% |
| 6M | -15.0% | +14.5% | -29.6% | -20.5% |
| YTD | -22.4% | +12.9% | -35.3% | -26.9% |
| 1Y | -14.9% | +19.4% | -34.3% | -21.9% |
| 3Y | -22.9% | +78.5% | -101.4% | -40.1% |
| 5Y | -13.7% | +81.8% | -95.5% | -34.7% |
| All | -13.7% | +81.8% | -95.5% | -34.7% |
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 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