+4,314.7%
TVTX vs SPY
+592.1%
+3,722.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | -1.5% | -0.4% | -1.1% | -1.1% |
| 30D | +8.8% | -1.4% | +10.1% | +10.5% |
| 3M | +36.3% | +3.7% | +32.6% | +30.3% |
| 6M | +128.5% | +13.0% | +115.5% | +98.5% |
| YTD | +73.3% | +12.4% | +60.9% | +51.3% |
| 1Y | +206.0% | +18.5% | +187.5% | +152.4% |
| 3Y | +359.5% | +77.6% | +281.9% | +143.8% |
| 5Y | +180.6% | +81.7% | +98.9% | +44.7% |
| 10Y | +210.9% | +319.7% | -108.8% | -47.5% |
| All | +4,314.7% | +592.1% | +3,722.6% | +504.5% |
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 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