+389.4%
TGLS vs SPY
+312.9%
+76.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -3.0% |
| 7D | +14.1% | -2.7% | +16.8% | +17.1% |
| 30D | +17.1% | -5.4% | +22.5% | +23.9% |
| 3M | -0.8% | -4.1% | +3.3% | +3.5% |
| 6M | +0.5% | +0.7% | -0.2% | -0.7% |
| YTD | -11.7% | +8.7% | -20.4% | -19.9% |
| 1Y | -15.3% | +10.9% | -26.2% | -25.0% |
| 3Y | +49.5% | +75.0% | -25.5% | -19.6% |
| 5Y | +55.7% | +67.8% | -12.1% | -10.2% |
| All | +389.4% | +312.9% | +76.6% | +21.3% |
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