+414.4%
SPYG vs TXT
+107.7%
+306.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | 0.0% |
| 7D | -0.9% | +2.5% | -3.4% | -1.7% |
| 30D | -1.5% | -8.9% | +7.3% | +1.7% |
| 3M | +3.7% | -13.6% | +17.3% | +8.7% |
| 6M | +16.4% | -13.1% | +29.5% | +21.5% |
| YTD | +13.3% | -7.0% | +20.3% | +14.9% |
| 1Y | +17.9% | -1.4% | +19.3% | +16.7% |
| 3Y | +98.3% | +7.0% | +91.4% | +87.5% |
| 5Y | +86.4% | +15.4% | +71.0% | +69.7% |
| All | +414.4% | +107.7% | +306.6% | +274.1% |
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