+2.4%
TVC vs SPY
+81.0%
-78.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +0.2% | -1.4% | +1.6% | +0.3% |
| 3M | +0.8% | +3.7% | -2.9% | +0.4% |
| 6M | +0.1% | +13.0% | -12.9% | -1.0% |
| YTD | +1.2% | +12.4% | -11.2% | +0.2% |
| 1Y | +2.0% | +18.5% | -16.5% | +0.5% |
| 3Y | +17.9% | +77.6% | -59.7% | +10.9% |
| 5Y | +2.4% | +81.7% | -79.3% | -3.4% |
| All | +2.4% | +81.0% | -78.6% | -3.4% |
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