-85.6%
TGL vs SPY
+20.8%
-106.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -2.9% |
| 7D | -4.3% | +0.1% | -4.5% | -4.5% |
| 30D | -14.2% | +0.1% | -14.2% | -14.1% |
| 3M | -44.6% | +2.0% | -46.6% | -46.3% |
| 6M | -47.0% | +13.0% | -60.1% | -60.5% |
| YTD | -60.5% | +13.5% | -74.1% | -71.1% |
| 1Y | -85.6% | +20.0% | -105.6% | -93.6% |
| All | -85.6% | +20.8% | -106.4% | -93.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling