-20.9%
TV vs SPY
+78.7%
-99.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.0% | -4.1% |
| 7D | -4.9% | +0.5% | -5.5% | -5.4% |
| 30D | -11.3% | -0.9% | -10.4% | -10.5% |
| 3M | -4.6% | +3.9% | -8.4% | -8.0% |
| 6M | -11.6% | +14.5% | -26.1% | -22.4% |
| YTD | -13.7% | +12.9% | -26.7% | -23.3% |
| 1Y | -11.9% | +19.4% | -31.3% | -25.9% |
| 3Y | -20.9% | +78.5% | -99.4% | -65.4% |
| All | -20.9% | +78.7% | -99.6% | -65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling