+30.3%
TCV vs SPY
+23.5%
+6.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -2.1% | -0.4% | -1.8% | -1.8% |
| 30D | -2.9% | -1.4% | -1.5% | -1.6% |
| 3M | +2.6% | +3.7% | -1.1% | -1.1% |
| 6M | +18.0% | +13.0% | +5.0% | +4.3% |
| YTD | +25.4% | +12.4% | +13.0% | +11.6% |
| 1Y | +26.7% | +18.5% | +8.2% | +4.7% |
| All | +30.3% | +23.5% | +6.9% | +1.7% |
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