+54.0%
TPVG vs SPY
+312.9%
-258.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.3% |
| 7D | -3.5% | -2.7% | -0.8% | -0.9% |
| 30D | -6.4% | -5.4% | -1.0% | -1.2% |
| 3M | -11.4% | -4.1% | -7.3% | -7.8% |
| 6M | -13.4% | +0.7% | -14.1% | -14.3% |
| YTD | -22.6% | +8.7% | -31.3% | -29.0% |
| 1Y | -8.2% | +10.9% | -19.1% | -17.7% |
| 3Y | -28.6% | +75.0% | -103.6% | -61.0% |
| 5Y | -49.9% | +67.8% | -117.6% | -71.6% |
| All | +54.0% | +312.9% | -258.8% | -59.9% |
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