+182.5%
TVTX vs SPY
+80.7%
+101.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.6% |
| 7D | +1.5% | -2.0% | +3.4% | +3.8% |
| 30D | +12.1% | -1.7% | +13.8% | +14.3% |
| 3M | +44.4% | +4.7% | +39.7% | +36.4% |
| 6M | +135.8% | +12.5% | +123.3% | +105.7% |
| YTD | +76.7% | +11.7% | +65.0% | +55.2% |
| 1Y | +147.2% | +17.5% | +129.7% | +105.9% |
| 3Y | +368.5% | +76.6% | +291.9% | +158.2% |
| All | +182.5% | +80.7% | +101.7% | +55.5% |
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