+19.1%
TMV vs SPY
+311.3%
-292.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -1.0% | +0.5% | -1.6% | -1.2% |
| 30D | +1.6% | -0.9% | +2.5% | +1.9% |
| 3M | +7.9% | +3.9% | +4.1% | +6.3% |
| 6M | +21.8% | +14.5% | +7.3% | +15.3% |
| YTD | +16.1% | +12.9% | +3.2% | +10.4% |
| 1Y | +25.8% | +19.4% | +6.4% | +16.9% |
| 3Y | +27.6% | +78.5% | -50.9% | -3.6% |
| 5Y | +228.7% | +81.8% | +146.9% | +140.5% |
| 10Y | +19.1% | +311.5% | -292.4% | -53.0% |
| All | +19.1% | +311.3% | -292.2% | -53.0% |
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