+68.7%
TGLR vs SPY
+76.6%
-7.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.3% |
| 7D | -0.5% | -0.4% | -0.2% | -0.2% |
| 30D | -3.8% | -1.4% | -2.4% | -2.5% |
| 3M | +0.4% | +3.7% | -3.3% | -2.9% |
| 6M | +7.4% | +13.0% | -5.6% | -4.0% |
| YTD | +10.8% | +12.4% | -1.6% | -0.6% |
| 1Y | +18.1% | +18.5% | -0.4% | +1.0% |
| 3Y | +72.4% | +77.6% | -5.3% | +2.8% |
| All | +68.7% | +76.6% | -7.9% | +1.2% |
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