-87.7%
TV vs SPY
+321.4%
-409.1%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.6% |
| 7D | -10.5% | -0.4% | -10.2% | -10.1% |
| 30D | -17.6% | -1.4% | -16.3% | -16.2% |
| 3M | -14.1% | +3.7% | -17.8% | -17.9% |
| 6M | -19.3% | +13.0% | -32.3% | -30.5% |
| YTD | -18.2% | +12.4% | -30.6% | -29.1% |
| 1Y | -15.0% | +18.5% | -33.5% | -31.0% |
| 3Y | -25.0% | +77.6% | -102.7% | -63.4% |
| 5Y | -75.9% | +81.7% | -157.6% | -88.5% |
| All | -87.7% | +321.4% | -409.1% | -97.6% |
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