+86.7%
SPYG vs TXG
-62.8%
+149.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.3% |
| 7D | -0.9% | +9.5% | -10.4% | -2.3% |
| 30D | -1.5% | +18.8% | -20.3% | -4.3% |
| 3M | +3.7% | +136.1% | -132.4% | -10.3% |
| 6M | +16.4% | +235.2% | -218.8% | -5.5% |
| YTD | +13.3% | +320.5% | -307.2% | -12.0% |
| 1Y | +17.9% | +425.2% | -407.3% | -12.8% |
| 3Y | +98.3% | +42.9% | +55.4% | +71.9% |
| All | +86.7% | -62.8% | +149.4% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling