-13.2%
TV vs SPY
+14.6%
-27.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.7% | +4.3% | +4.7% |
| 7D | +6.0% | -0.7% | +6.7% | +6.5% |
| 30D | +0.4% | -1.0% | +1.5% | +1.1% |
| 3M | -16.4% | -0.3% | -16.0% | -16.4% |
| 6M | -17.6% | +7.3% | -24.9% | -22.2% |
| YTD | -21.0% | +13.3% | -34.3% | -28.7% |
| 1Y | -13.2% | +14.8% | -28.0% | -22.5% |
| All | -13.2% | +14.6% | -27.8% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling