+425.3%
TGLS vs SPY
+311.8%
+113.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +2.5% |
| 7D | +10.3% | -0.9% | +11.3% | +11.1% |
| 30D | +24.5% | -2.4% | +26.9% | +27.4% |
| 3M | +10.9% | -1.2% | +12.1% | +12.0% |
| 6M | +23.0% | +3.3% | +19.7% | +18.4% |
| YTD | -5.1% | +12.3% | -17.4% | -16.9% |
| 1Y | +3.2% | +12.4% | -9.3% | -9.8% |
| 3Y | +46.7% | +78.8% | -32.1% | -22.9% |
| 5Y | +50.1% | +75.2% | -25.0% | -17.2% |
| 10Y | +425.3% | +311.1% | +114.2% | +24.0% |
| All | +425.3% | +311.8% | +113.5% | +24.0% |
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