+209.2%
TVC vs SPY
+1,159.9%
-950.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -0.1% | +0.1% | -0.1% | -0.1% |
| 3M | +0.3% | +2.0% | -1.6% | +0.2% |
| 6M | -0.8% | +13.0% | -13.8% | -1.3% |
| YTD | +0.9% | +13.5% | -12.6% | +0.3% |
| 1Y | +2.6% | +20.0% | -17.3% | +1.7% |
| 3Y | +16.6% | +77.2% | -60.6% | +13.5% |
| 5Y | +2.0% | +81.9% | -79.8% | -1.0% |
| 10Y | +21.2% | +314.1% | -292.8% | +14.6% |
| All | +209.2% | +1,159.9% | -950.7% | +185.6% |
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 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