+58.2%
TPVG vs SPY
+405.1%
-346.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.1% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +13.2% | +0.1% | +13.2% | +13.1% |
| 3M | -0.5% | +2.0% | -2.5% | -2.4% |
| 6M | +8.4% | +13.0% | -4.6% | -3.2% |
| YTD | -12.6% | +13.5% | -26.2% | -22.4% |
| 1Y | -9.4% | +20.0% | -29.4% | -23.7% |
| 3Y | -23.9% | +77.2% | -101.1% | -56.4% |
| 5Y | -31.8% | +81.9% | -113.7% | -62.3% |
| 10Y | +63.4% | +314.1% | -250.6% | -51.7% |
| All | +58.2% | +405.1% | -346.9% | -57.1% |
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