+62.9%
TBG vs SPY
+79.9%
-17.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | -3.4% | -2.0% | -1.4% | -2.4% |
| 30D | -2.9% | -1.7% | -1.2% | -2.0% |
| 3M | +2.7% | +4.7% | -2.1% | 0.0% |
| 6M | +7.4% | +12.5% | -5.1% | +0.3% |
| YTD | +14.6% | +11.7% | +2.9% | +7.5% |
| 1Y | +16.3% | +17.5% | -1.2% | +5.7% |
| All | +62.9% | +79.9% | -17.0% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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