+397.5%
SPYG vs TXT
+89.4%
+308.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -6.5% | +13.3% | -19.8% | -10.8% |
| 3M | -6.8% | -5.0% | -1.9% | -5.7% |
| 6M | -3.1% | -8.4% | +5.3% | -1.1% |
| YTD | +8.0% | -4.0% | +12.0% | +7.7% |
| 1Y | +10.2% | +2.8% | +7.4% | +7.2% |
| 3Y | +91.0% | +10.3% | +80.7% | +77.9% |
| 5Y | +67.7% | +9.2% | +58.6% | +54.5% |
| All | +397.5% | +89.4% | +308.1% | +272.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling