-100.0%
TOVX vs SPY
+668.4%
-768.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.3% |
| 30D | +13.6% | -0.9% | +14.6% | +14.2% |
| 3M | -3.8% | +3.9% | -7.7% | -5.7% |
| 6M | +38.9% | +14.5% | +24.4% | +30.4% |
| YTD | +19.0% | +12.9% | +6.1% | +12.9% |
| 1Y | -35.9% | +19.4% | -55.3% | -40.4% |
| 3Y | -98.0% | +78.5% | -176.5% | -98.5% |
| 5Y | -99.8% | +81.8% | -181.5% | -99.8% |
| 10Y | -100.0% | +311.5% | -411.5% | -100.0% |
| All | -100.0% | +668.4% | -768.4% | -100.0% |
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 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