-34.2%
TG vs SPY
+81.8%
-116.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | 0.0% | +0.5% | -0.5% | -0.5% |
| 30D | -13.3% | -0.9% | -12.3% | -12.6% |
| 3M | -3.0% | +3.9% | -6.9% | -6.5% |
| 6M | -12.4% | +14.5% | -26.9% | -22.6% |
| YTD | +7.4% | +12.9% | -5.5% | -3.7% |
| 1Y | -2.2% | +19.4% | -21.5% | -16.2% |
| 3Y | +37.9% | +78.5% | -40.5% | -13.6% |
| 5Y | -34.2% | +81.8% | -116.0% | -60.0% |
| All | -34.2% | +81.8% | -116.0% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling