+64.5%
TGLR vs SPY
+74.2%
-9.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | -0.5% | -0.6% | +0.1% | +0.1% |
| 30D | -2.2% | -3.7% | +1.5% | +1.2% |
| 3M | -6.2% | -2.7% | -3.4% | -3.8% |
| 6M | -0.8% | +2.2% | -3.0% | -2.8% |
| YTD | +8.0% | +10.8% | -2.8% | -1.8% |
| 1Y | +9.1% | +11.2% | -2.1% | -1.1% |
| 3Y | +72.6% | +76.5% | -3.9% | +3.6% |
| All | +64.5% | +74.2% | -9.7% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling