+109.7%
SPYG vs TLN
+574.4%
-464.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.9% | -1.3% | +0.5% | -0.7% |
| 30D | -1.5% | -14.3% | +12.8% | +1.2% |
| 3M | +3.7% | -9.3% | +13.0% | +4.9% |
| 6M | +16.4% | -1.1% | +17.5% | +15.1% |
| YTD | +13.3% | -16.6% | +29.9% | +14.8% |
| 1Y | +17.9% | -22.0% | +39.9% | +20.5% |
| 3Y | +98.3% | +470.2% | -371.8% | +43.0% |
| All | +109.7% | +574.4% | -464.6% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling