-100.0%
TGL vs SPY
+91.0%
-191.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.5% | +15.8% | +15.7% |
| 7D | +13.4% | +0.5% | +12.9% | +12.9% |
| 30D | -9.6% | -0.9% | -8.6% | -8.9% |
| 3M | -34.5% | +3.9% | -38.4% | -36.9% |
| 6M | -33.4% | +14.5% | -47.9% | -41.0% |
| YTD | -54.5% | +12.9% | -67.4% | -59.0% |
| 1Y | -81.3% | +19.4% | -100.6% | -83.6% |
| 3Y | -100.0% | +78.5% | -178.4% | -100.0% |
| All | -100.0% | +91.0% | -191.0% | -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