-92.8%
TMV vs SPY
+1,095.3%
-1,188.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -1.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.7% |
| 30D | -14.3% | -3.3% | -11.0% | -12.3% |
| 3M | +1.5% | -2.4% | +4.0% | +3.0% |
| 6M | +12.9% | +2.6% | +10.4% | +9.6% |
| YTD | +16.1% | +11.2% | +4.8% | +5.0% |
| 1Y | +25.5% | +13.4% | +12.1% | +11.5% |
| 3Y | +5.8% | +79.9% | -74.1% | -39.8% |
| 5Y | +260.5% | +72.2% | +188.3% | +100.0% |
| 10Y | -8.8% | +307.3% | -316.2% | -83.9% |
| All | -92.8% | +1,095.3% | -1,188.1% | -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