+32.9%
TGEN vs SPY
+74.0%
-41.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.6% | -0.4% | +30.9% | +31.0% |
| 7D | +45.1% | +3.3% | +41.8% | +39.6% |
| 30D | -3.5% | -2.7% | -0.8% | +0.2% |
| 3M | -44.6% | -1.7% | -42.9% | -43.0% |
| 6M | -47.5% | +3.1% | -50.6% | -48.0% |
| YTD | -55.1% | +11.9% | -67.0% | -58.4% |
| 1Y | -69.9% | +12.0% | -81.9% | -72.1% |
| 3Y | +167.1% | +78.2% | +89.0% | +88.2% |
| 5Y | +32.9% | +73.2% | -40.3% | +8.5% |
| All | +32.9% | +74.0% | -41.1% | +8.5% |
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 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