-97.2%
TVRD vs SPY
+77.0%
-174.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.3% |
| 7D | -2.1% | -0.8% | -1.3% | -1.6% |
| 30D | +5.6% | -1.1% | +6.7% | +6.4% |
| 3M | -31.0% | +3.9% | -34.9% | -32.8% |
| 6M | -50.5% | +13.6% | -64.1% | -54.4% |
| YTD | -56.5% | +12.7% | -69.2% | -59.7% |
| 1Y | -94.7% | +17.5% | -112.2% | -95.4% |
| 3Y | -97.2% | +76.9% | -174.1% | -98.8% |
| All | -97.2% | +77.0% | -174.1% | -98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling