+183.0%
SPYM vs TXG
+27.0%
+155.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.4% |
| 7D | -0.8% | +9.5% | -10.3% | -1.9% |
| 30D | -1.1% | +18.8% | -19.8% | -3.4% |
| 3M | +3.9% | +136.1% | -132.2% | -7.7% |
| 6M | +13.6% | +235.2% | -221.6% | -4.2% |
| YTD | +12.7% | +320.5% | -307.8% | -8.3% |
| 1Y | +17.6% | +425.2% | -407.6% | -8.1% |
| 3Y | +77.2% | +42.9% | +34.3% | +56.6% |
| 5Y | +84.1% | -62.8% | +147.0% | +81.5% |
| All | +183.0% | +27.0% | +155.9% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling