+226.6%
SPYG vs TXG
+21.5%
+205.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.2% |
| 7D | +1.2% | +9.4% | -8.2% | -0.2% |
| 30D | -1.6% | +26.1% | -27.6% | -5.3% |
| 3M | +3.4% | +124.8% | -121.5% | -9.9% |
| 6M | +18.9% | +215.2% | -196.3% | -2.5% |
| YTD | +13.8% | +302.2% | -288.4% | -10.8% |
| 1Y | +20.6% | +370.9% | -350.3% | -9.0% |
| 3Y | +100.5% | +38.5% | +62.0% | +73.6% |
| 5Y | +84.6% | -64.4% | +149.0% | +83.9% |
| All | +226.6% | +21.5% | +205.1% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling