+375.1%
TG vs SPY
+3,091.8%
-2,716.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.7% |
| 30D | -0.1% | +0.1% | -0.2% | -0.2% |
| 3M | -2.3% | +2.0% | -4.3% | -4.6% |
| 6M | -17.2% | +13.0% | -30.2% | -27.3% |
| YTD | +8.1% | +13.5% | -5.5% | -5.4% |
| 1Y | +0.5% | +20.0% | -19.4% | -16.7% |
| 3Y | +49.2% | +77.2% | -28.0% | -17.5% |
| 5Y | -34.7% | +81.9% | -116.6% | -65.6% |
| 10Y | -29.1% | +314.1% | -343.2% | -83.5% |
| All | +375.1% | +3,091.8% | -2,716.6% | -61.6% |
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