-32.7%
TGEN vs SPY
+318.9%
-351.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | -0.7% | -2.0% | +1.3% | +0.5% |
| 30D | -25.4% | -1.7% | -23.7% | -24.6% |
| 3M | -43.0% | +4.7% | -47.8% | -44.3% |
| 6M | +7.8% | +12.5% | -4.7% | +2.9% |
| YTD | -38.7% | +11.7% | -50.4% | -41.2% |
| 1Y | -57.7% | +17.5% | -75.2% | -60.1% |
| 3Y | +218.9% | +76.6% | +142.4% | +167.2% |
| 5Y | +63.3% | +82.0% | -18.7% | +35.8% |
| All | -32.7% | +318.9% | -351.6% | -44.5% |
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