+98.4%
SPYG vs TXT
+5.5%
+92.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | -1.7% | -10.4% | +8.8% | +1.7% |
| 3M | +3.6% | -14.3% | +18.0% | +8.4% |
| 6M | +16.6% | -15.1% | +31.7% | +22.0% |
| YTD | +13.4% | -8.3% | +21.7% | +14.8% |
| 1Y | +19.6% | -0.7% | +20.3% | +17.2% |
| All | +98.4% | +5.5% | +92.9% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling