+182.3%
SPYM vs TXG
+24.6%
+157.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.0% | -0.8% |
| 7D | -0.4% | +9.1% | -9.5% | -1.5% |
| 30D | -1.4% | +14.9% | -16.3% | -3.2% |
| 3M | +3.7% | +120.0% | -116.2% | -7.0% |
| 6M | +13.0% | +221.8% | -208.8% | -4.2% |
| YTD | +12.5% | +312.6% | -300.1% | -8.3% |
| 1Y | +18.6% | +398.4% | -379.8% | -6.6% |
| 3Y | +78.0% | +42.1% | +36.0% | +57.3% |
| 5Y | +82.3% | -63.5% | +145.8% | +80.1% |
| All | +182.3% | +24.6% | +157.7% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling