-92.8%
TMV vs SPY
+1,067.7%
-1,160.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -1.3% | -2.7% | +1.4% | +0.6% |
| 30D | -16.9% | -5.4% | -11.5% | -13.5% |
| 3M | +0.8% | -4.1% | +4.9% | +3.6% |
| 6M | +13.2% | +0.7% | +12.5% | +11.4% |
| YTD | +16.0% | +8.7% | +7.4% | +6.8% |
| 1Y | +26.3% | +10.9% | +15.4% | +14.2% |
| 3Y | +3.0% | +75.0% | -72.0% | -40.1% |
| 5Y | +248.1% | +67.8% | +180.3% | +97.2% |
| 10Y | +6.4% | +312.9% | -306.5% | -81.8% |
| All | -92.8% | +1,067.7% | -1,160.5% | -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