+201.7%
TVE vs SPY
+821.7%
-620.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -0.4% | +0.1% | -0.4% | -0.4% |
| 3M | 0.0% | +2.0% | -2.0% | -0.1% |
| 6M | -3.2% | +13.0% | -16.2% | -3.5% |
| YTD | -2.5% | +13.5% | -16.0% | -2.7% |
| 1Y | +1.9% | +20.0% | -18.1% | +1.5% |
| 3Y | +19.3% | +77.2% | -57.9% | +17.8% |
| 5Y | -0.4% | +81.9% | -82.3% | -1.8% |
| 10Y | +17.2% | +314.1% | -296.8% | +15.2% |
| All | +201.7% | +821.7% | -620.0% | +198.5% |
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