+199.1%
TVE vs SPY
+808.3%
-609.2%
-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 | -0.8% | +3.3% | -4.1% | -0.8% |
| 30D | 0.0% | -2.7% | +2.7% | +0.1% |
| 3M | -1.2% | -1.7% | +0.6% | -1.1% |
| 6M | -1.6% | +3.1% | -4.7% | -1.7% |
| YTD | -3.3% | +11.9% | -15.2% | -3.5% |
| 1Y | -2.7% | +12.0% | -14.7% | -3.0% |
| 3Y | +17.1% | +78.2% | -61.1% | +15.6% |
| 5Y | -0.1% | +73.2% | -73.3% | -1.4% |
| 10Y | +20.1% | +309.6% | -289.5% | +18.1% |
| All | +199.1% | +808.3% | -609.2% | +196.0% |
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