+328.9%
TLK vs SPY
+2,085.0%
-1,756.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.7% |
| 7D | +6.3% | -0.9% | +7.2% | +6.9% |
| 30D | -10.6% | -2.4% | -8.2% | -9.0% |
| 3M | -21.9% | -1.2% | -20.7% | -21.3% |
| 6M | -27.5% | +3.3% | -30.8% | -29.6% |
| YTD | -41.2% | +12.3% | -53.5% | -46.6% |
| 1Y | -41.4% | +12.4% | -53.9% | -46.9% |
| 3Y | -37.8% | +78.8% | -116.6% | -61.4% |
| 5Y | -40.1% | +75.2% | -115.2% | -63.3% |
| 10Y | -33.6% | +311.1% | -344.7% | -80.6% |
| All | +328.9% | +2,085.0% | -1,756.1% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling