-99.8%
TOVX vs SPY
+79.8%
-179.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.4% |
| 7D | -4.0% | -2.0% | -2.0% | -2.2% |
| 30D | +4.3% | -1.7% | +6.0% | +6.0% |
| 3M | 0.0% | +4.7% | -4.7% | -4.2% |
| 6M | +33.3% | +12.5% | +20.8% | +21.2% |
| YTD | +14.3% | +11.7% | +2.6% | +4.9% |
| 1Y | -41.5% | +17.5% | -58.9% | -47.7% |
| 3Y | -98.1% | +76.6% | -174.6% | -98.7% |
| 5Y | -99.8% | +82.0% | -181.8% | -99.9% |
| All | -99.8% | +79.8% | -179.6% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling