+69.3%
SPYG vs TXT
+10.3%
+59.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.5% |
| 7D | +4.2% | -1.1% | +5.3% | +4.6% |
| 30D | -7.4% | +13.3% | -20.7% | -12.4% |
| 3M | -5.3% | -5.1% | -0.2% | -3.7% |
| 6M | -1.2% | -7.1% | +5.9% | +0.9% |
| YTD | +9.0% | -3.2% | +12.2% | +8.0% |
| 1Y | +8.8% | +2.3% | +6.5% | +4.9% |
| 3Y | +92.8% | +11.1% | +81.7% | +71.3% |
| 5Y | +69.3% | +10.0% | +59.3% | +44.8% |
| All | +69.3% | +10.3% | +59.0% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling