-99.7%
TVRD vs SPY
+82.3%
-181.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.1% |
| 7D | -2.1% | -0.8% | -1.3% | -1.4% |
| 30D | +5.6% | -1.1% | +6.7% | +6.8% |
| 3M | -31.0% | +3.9% | -34.9% | -33.4% |
| 6M | -50.5% | +13.6% | -64.1% | -56.0% |
| YTD | -56.5% | +12.7% | -69.2% | -61.0% |
| 1Y | -94.7% | +17.5% | -112.2% | -95.8% |
| 3Y | -97.2% | +76.9% | -174.1% | -98.6% |
| All | -99.7% | +82.3% | -181.9% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling