+28.9%
TCV vs SPY
+19.4%
+9.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -2.0% |
| 7D | -2.8% | -2.7% | -0.1% | -0.3% |
| 30D | -0.4% | -5.4% | +5.0% | +4.8% |
| 3M | -2.2% | -4.1% | +1.9% | +1.6% |
| 6M | +4.0% | +0.7% | +3.3% | +3.0% |
| YTD | +24.0% | +8.7% | +15.4% | +13.8% |
| 1Y | +24.8% | +10.9% | +13.9% | +11.5% |
| All | +28.9% | +19.4% | +9.6% | +3.7% |
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 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