-17.6%
TGB vs SPY
+3,067.3%
-3,084.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.7% |
| 7D | -3.7% | -0.8% | -2.9% | -2.9% |
| 30D | -6.8% | -1.1% | -5.7% | -5.7% |
| 3M | +18.8% | +3.9% | +15.0% | +15.3% |
| 6M | +10.7% | +13.6% | -2.9% | +0.1% |
| YTD | +43.8% | +12.7% | +31.1% | +31.4% |
| 1Y | +132.6% | +17.5% | +115.1% | +105.3% |
| 3Y | +503.0% | +76.9% | +426.1% | +276.2% |
| 5Y | +326.2% | +83.6% | +242.6% | +166.4% |
| 10Y | +1,708.9% | +320.7% | +1,388.2% | +485.1% |
| All | -17.6% | +3,067.3% | -3,084.9% | -82.6% |
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