+80.2%
TVAL vs SPY
+79.5%
+0.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +1.7% | -0.6% | +2.3% | +2.1% |
| 30D | +3.3% | -3.7% | +7.0% | +6.0% |
| 3M | +1.8% | -2.7% | +4.5% | +3.7% |
| 6M | +10.6% | +2.2% | +8.4% | +8.7% |
| YTD | +25.7% | +10.8% | +14.8% | +16.5% |
| 1Y | +29.4% | +11.2% | +18.2% | +19.6% |
| 3Y | +82.3% | +76.5% | +5.8% | +20.0% |
| All | +80.2% | +79.5% | +0.6% | +17.4% |
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 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