-99.6%
TVRD vs SPY
+432.9%
-532.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +0.9% |
| 7D | -2.1% | -0.8% | -1.3% | -1.2% |
| 30D | +5.6% | -1.1% | +6.7% | +7.0% |
| 3M | -31.0% | +3.9% | -34.9% | -33.9% |
| 6M | -50.5% | +13.6% | -64.1% | -57.2% |
| YTD | -56.5% | +12.7% | -69.2% | -62.0% |
| 1Y | -94.7% | +17.5% | -112.2% | -96.0% |
| 3Y | -97.2% | +76.9% | -174.1% | -98.7% |
| 5Y | -99.7% | +83.6% | -183.2% | -99.9% |
| 10Y | -99.1% | +320.7% | -419.8% | -99.9% |
| All | -99.6% | +432.9% | -532.5% | -100.0% |
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