-93.7%
TVRD vs SPY
+20.8%
-114.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -4.5% | +0.1% | -4.6% | -4.6% |
| 3M | -38.0% | +2.0% | -40.0% | -39.3% |
| 6M | -52.5% | +13.0% | -65.5% | -54.8% |
| YTD | -55.6% | +13.5% | -69.1% | -57.6% |
| 1Y | -93.7% | +20.0% | -113.7% | -87.4% |
| All | -93.7% | +20.8% | -114.6% | -87.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling