-72.8%
TV vs SPY
+2,838.6%
-2,911.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -4.7% | +0.1% | -4.8% | -4.8% |
| 30D | -4.0% | +0.1% | -4.1% | -4.1% |
| 3M | -2.2% | +2.0% | -4.2% | -4.9% |
| 6M | -8.7% | +13.0% | -21.7% | -21.5% |
| YTD | -9.6% | +13.5% | -23.2% | -22.8% |
| 1Y | -7.4% | +20.0% | -27.4% | -26.1% |
| 3Y | -23.7% | +77.2% | -100.9% | -62.2% |
| 5Y | -73.2% | +81.9% | -155.1% | -87.1% |
| 10Y | -87.5% | +314.1% | -401.6% | -97.7% |
| All | -72.8% | +2,838.6% | -2,911.4% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling