-71.4%
TV vs SPY
+72.2%
-143.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | +8.3% | -0.6% | +8.9% | +8.7% |
| 30D | +6.3% | -3.7% | +10.0% | +10.0% |
| 3M | -18.7% | -2.7% | -15.9% | -16.5% |
| 6M | -17.5% | +2.2% | -19.7% | -19.8% |
| YTD | -19.2% | +10.8% | -30.1% | -27.9% |
| 1Y | -19.8% | +11.2% | -31.0% | -28.7% |
| 3Y | +21.7% | +76.5% | -54.8% | -36.0% |
| 5Y | -71.4% | +72.9% | -144.3% | -84.9% |
| All | -71.4% | +72.2% | -143.6% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling