+82.6%
SPYM vs TXG
-64.0%
+146.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -2.0% | +5.0% | -7.0% | -2.6% |
| 30D | -1.6% | +13.5% | -15.1% | -3.3% |
| 3M | +4.7% | +128.0% | -123.3% | -6.4% |
| 6M | +12.6% | +224.4% | -211.9% | -4.6% |
| YTD | +11.8% | +307.0% | -295.2% | -8.5% |
| 1Y | +17.5% | +427.2% | -409.7% | -8.1% |
| 3Y | +77.0% | +40.2% | +36.8% | +57.3% |
| 5Y | +82.6% | -64.0% | +146.6% | +74.4% |
| All | +82.6% | -64.0% | +146.6% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling