+31.8%
TCV vs SPY
+21.7%
+10.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -1.0% | -0.6% | -0.4% | -0.4% |
| 30D | +0.7% | -3.7% | +4.4% | +4.2% |
| 3M | -1.8% | -2.7% | +0.9% | +0.7% |
| 6M | +7.4% | +2.2% | +5.2% | +5.0% |
| YTD | +26.8% | +10.8% | +15.9% | +14.2% |
| 1Y | +25.6% | +11.2% | +14.4% | +12.5% |
| All | +31.8% | +21.7% | +10.0% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling