-48.8%
TPVG vs SPY
+67.0%
-115.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | -1.2% |
| 7D | -2.0% | -4.7% | +2.7% | +1.7% |
| 30D | -7.3% | -5.9% | -1.4% | -2.9% |
| 3M | +2.3% | -4.5% | +6.9% | +5.9% |
| 6M | -9.9% | +1.8% | -11.7% | -11.2% |
| YTD | -21.0% | +8.3% | -29.4% | -25.8% |
| 1Y | -3.1% | +9.3% | -12.4% | -9.7% |
| 3Y | -28.2% | +74.9% | -103.1% | -54.2% |
| 5Y | -48.8% | +67.3% | -116.1% | -67.6% |
| All | -48.8% | +67.0% | -115.8% | -67.6% |
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