+101.7%
SPYG vs TLN
+733.8%
-632.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.7% |
| 7D | +4.2% | +22.3% | -18.1% | +0.4% |
| 30D | -7.4% | +1.2% | -8.6% | -7.9% |
| 3M | -5.3% | +5.9% | -11.2% | -6.9% |
| 6M | -1.2% | +3.2% | -4.4% | -3.1% |
| YTD | +9.0% | +3.2% | +5.8% | +5.6% |
| 1Y | +8.8% | +5.2% | +3.6% | +4.8% |
| 3Y | +92.8% | +606.3% | -513.5% | +32.9% |
| All | +101.7% | +733.8% | -632.1% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling