+564.9%
SPYG vs TXT
+338.4%
+226.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +0.4% | -4.8% | +5.2% | +1.8% |
| 30D | -0.4% | -10.6% | +10.2% | +2.9% |
| 3M | +0.5% | -13.2% | +13.7% | +4.5% |
| 6M | +17.5% | -20.3% | +37.8% | +25.0% |
| YTD | +14.3% | -9.3% | +23.6% | +16.6% |
| 1Y | +21.7% | -2.7% | +24.4% | +21.4% |
| 3Y | +98.6% | +1.4% | +97.2% | +93.5% |
| 5Y | +85.1% | +9.6% | +75.5% | +75.2% |
| 10Y | +412.0% | +94.9% | +317.1% | +283.7% |
| All | +564.9% | +338.4% | +226.5% | +180.3% |
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 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