+111.6%
SPYG vs TLN
+583.6%
-472.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.8% |
| 7D | +0.4% | +7.1% | -6.7% | -0.9% |
| 30D | -0.4% | -3.9% | +3.4% | +0.1% |
| 3M | +0.5% | -16.2% | +16.7% | +3.2% |
| 6M | +17.5% | -5.8% | +23.3% | +17.2% |
| YTD | +14.3% | -15.4% | +29.8% | +15.5% |
| 1Y | +21.7% | -16.7% | +38.4% | +22.8% |
| 3Y | +98.6% | +473.8% | -375.1% | +43.0% |
| All | +111.6% | +583.6% | -472.0% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling