+503.0%
TGB vs SPY
+77.0%
+426.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | -0.1% |
| 7D | -3.7% | -0.8% | -2.9% | -2.2% |
| 30D | -6.8% | -1.1% | -5.7% | -4.8% |
| 3M | +18.8% | +3.9% | +15.0% | +11.9% |
| 6M | +10.7% | +13.6% | -2.9% | -8.7% |
| YTD | +43.8% | +12.7% | +31.1% | +20.5% |
| 1Y | +132.6% | +17.5% | +115.1% | +83.3% |
| 3Y | +503.0% | +76.9% | +426.1% | +123.7% |
| All | +503.0% | +77.0% | +426.0% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling