+17.9%
SPYG vs TPG
-16.9%
+34.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -0.9% | -9.4% | +8.5% | +0.9% |
| 30D | -1.5% | -5.3% | +3.7% | -0.6% |
| 3M | +3.7% | +12.9% | -9.2% | +1.1% |
| 6M | +16.4% | +20.1% | -3.7% | +12.2% |
| YTD | +13.3% | -22.5% | +35.8% | +15.8% |
| 1Y | +17.9% | -19.7% | +37.5% | +19.2% |
| All | +17.9% | -16.9% | +34.8% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling