+73.9%
SPYM vs TPG
+71.4%
+2.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.5% |
| 7D | -2.0% | -11.8% | +9.8% | +1.4% |
| 30D | -1.6% | -6.3% | +4.6% | -0.1% |
| 3M | +4.7% | +13.6% | -8.8% | +0.6% |
| 6M | +12.6% | +13.8% | -1.3% | +7.4% |
| YTD | +11.8% | -23.7% | +35.5% | +19.1% |
| 1Y | +17.5% | -18.2% | +35.7% | +22.0% |
| 3Y | +77.0% | +80.1% | -3.2% | +39.3% |
| All | +73.9% | +71.4% | +2.5% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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