-92.8%
TMV vs SPY
+1,120.1%
-1,212.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +1.5% | +0.1% | +1.4% | +1.3% |
| 30D | +2.6% | +0.1% | +2.5% | +2.5% |
| 3M | +11.4% | +2.0% | +9.4% | +9.1% |
| 6M | +24.6% | +13.0% | +11.6% | +11.9% |
| YTD | +16.0% | +13.5% | +2.4% | +3.6% |
| 1Y | +15.6% | +20.0% | -4.4% | -1.4% |
| 3Y | +29.7% | +77.2% | -47.5% | -25.2% |
| 5Y | +229.6% | +81.9% | +147.7% | +73.3% |
| 10Y | +21.1% | +314.1% | -292.9% | -78.8% |
| All | -92.8% | +1,120.1% | -1,212.9% | -99.7% |
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 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