-87.1%
TV vs SPY
+308.5%
-395.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -4.3% | +3.3% | -7.6% | -8.0% |
| 30D | +0.9% | -2.7% | +3.6% | +3.6% |
| 3M | -21.2% | -1.7% | -19.5% | -19.8% |
| 6M | -21.8% | +3.1% | -24.8% | -25.1% |
| YTD | -23.4% | +11.9% | -35.3% | -33.5% |
| 1Y | -27.4% | +12.0% | -39.3% | -37.1% |
| 3Y | +15.5% | +78.2% | -62.7% | -44.1% |
| 5Y | -72.0% | +73.2% | -145.2% | -85.9% |
| All | -87.1% | +308.5% | -395.6% | -97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling