-55.1%
TPVG vs SPY
+72.1%
-127.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | -8.7% | +2.6% | -11.3% | -10.5% |
| 30D | -9.7% | -2.0% | -7.7% | -8.4% |
| 3M | -22.4% | -2.8% | -19.6% | -20.8% |
| 6M | -23.3% | +2.1% | -25.4% | -24.6% |
| YTD | -29.3% | +11.5% | -40.8% | -35.0% |
| 1Y | -19.4% | +13.5% | -32.9% | -26.9% |
| 3Y | -35.5% | +77.7% | -113.2% | -59.3% |
| All | -55.1% | +72.1% | -127.2% | -72.3% |
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