-3.1%
SPYG vs TLN
+0.2%
-3.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.4% |
| 7D | +2.3% | +11.0% | -8.7% | +0.4% |
| 30D | -6.5% | +4.9% | -11.4% | -7.6% |
| 3M | -6.8% | +4.9% | -11.8% | -8.1% |
| 6M | -3.1% | +7.1% | -10.3% | -6.4% |
| All | -3.1% | +0.2% | -3.3% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling