+41.1%
TGLS vs SPY
+78.7%
-37.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.5% |
| 7D | +1.6% | +3.3% | -1.7% | -1.9% |
| 30D | +19.2% | -2.7% | +21.9% | +22.6% |
| 3M | +9.6% | -1.7% | +11.4% | +11.5% |
| 6M | +21.6% | +3.1% | +18.5% | +16.7% |
| YTD | -7.8% | +11.9% | -19.7% | -19.9% |
| 1Y | -0.4% | +12.0% | -12.4% | -13.5% |
| All | +41.1% | +78.7% | -37.7% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling