+335.3%
TGB vs SPY
+82.3%
+253.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.1% |
| 7D | -3.7% | -0.8% | -2.9% | -2.4% |
| 30D | -6.8% | -1.1% | -5.7% | -5.0% |
| 3M | +18.8% | +3.9% | +15.0% | +12.6% |
| 6M | +10.7% | +13.6% | -2.9% | -7.3% |
| YTD | +43.8% | +12.7% | +31.1% | +22.3% |
| 1Y | +132.6% | +17.5% | +115.1% | +86.5% |
| 3Y | +503.0% | +76.9% | +426.1% | +161.4% |
| All | +335.3% | +82.3% | +253.0% | +84.2% |
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