+533.7%
SPYG vs TXT
+367.5%
+166.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.3% |
| 7D | +4.2% | -1.1% | +5.3% | +4.5% |
| 30D | -7.4% | +13.3% | -20.7% | -11.1% |
| 3M | -5.3% | -5.1% | -0.2% | -4.3% |
| 6M | -1.2% | -7.1% | +5.9% | +0.2% |
| YTD | +9.0% | -3.2% | +12.2% | +8.6% |
| 1Y | +8.8% | +2.3% | +6.5% | +6.6% |
| 3Y | +92.8% | +11.1% | +81.7% | +82.2% |
| 5Y | +69.3% | +10.0% | +59.3% | +59.4% |
| 10Y | +398.4% | +91.1% | +307.3% | +274.0% |
| All | +533.7% | +367.5% | +166.2% | +161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling