+11.2%
SPYG vs TXG
+406.9%
-395.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.2% | +0.9% |
| 7D | -2.8% | -19.3% | +16.5% | -0.9% |
| 30D | -6.2% | -30.9% | +24.7% | -3.3% |
| 3M | -3.6% | +41.1% | -44.7% | -8.1% |
| 6M | +4.8% | +211.9% | -207.1% | -8.4% |
| YTD | +11.0% | +314.0% | -303.0% | -6.0% |
| 1Y | +11.2% | +405.4% | -394.2% | -8.0% |
| All | +11.2% | +406.9% | -395.7% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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