-100.0%
TGL vs SPY
+88.2%
-188.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -0.2% |
| 7D | -11.6% | +0.1% | -11.7% | -11.3% |
| 30D | -83.4% | -3.3% | -80.0% | -82.9% |
| 3M | -94.1% | -2.4% | -91.6% | -94.0% |
| 6M | -96.0% | +2.6% | -98.6% | -96.2% |
| YTD | -97.0% | +11.2% | -108.3% | -97.3% |
| 1Y | -98.9% | +13.4% | -112.3% | -99.0% |
| 3Y | -100.0% | +79.9% | -179.9% | -100.0% |
| All | -100.0% | +88.2% | -188.2% | -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