+1,750.0%
TGB vs SPY
+322.5%
+1,427.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.3% |
| 7D | -3.7% | -0.8% | -2.9% | -2.6% |
| 30D | -6.8% | -1.1% | -5.7% | -5.3% |
| 3M | +18.8% | +3.9% | +15.0% | +13.8% |
| 6M | +10.7% | +13.6% | -2.9% | -4.2% |
| YTD | +43.8% | +12.7% | +31.1% | +26.1% |
| 1Y | +132.6% | +17.5% | +115.1% | +94.3% |
| 3Y | +503.0% | +76.9% | +426.1% | +206.9% |
| 5Y | +326.2% | +83.6% | +242.6% | +113.3% |
| All | +1,750.0% | +322.5% | +1,427.5% | +167.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling