-100.0%
TGL vs SPY
+89.3%
-189.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.4% | -15.4% | -15.5% |
| 7D | -14.4% | +3.3% | -17.7% | -16.5% |
| 30D | -44.2% | -2.7% | -41.6% | -43.0% |
| 3M | -94.9% | -1.7% | -93.1% | -94.8% |
| 6M | -96.3% | +3.1% | -99.4% | -96.4% |
| YTD | -97.5% | +11.9% | -109.4% | -97.7% |
| 1Y | -99.1% | +12.0% | -111.1% | -99.2% |
| 3Y | -100.0% | +78.2% | -178.2% | -100.0% |
| All | -100.0% | +89.3% | -189.3% | -100.0% |
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