+491.7%
TGLS vs SPY
+591.1%
-99.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.9% |
| 7D | +14.1% | -2.7% | +16.8% | +16.7% |
| 30D | +17.1% | -5.4% | +22.5% | +22.9% |
| 3M | -0.8% | -4.1% | +3.3% | +2.8% |
| 6M | +0.5% | +0.7% | -0.2% | -0.5% |
| YTD | -11.7% | +8.7% | -20.4% | -18.6% |
| 1Y | -15.3% | +10.9% | -26.2% | -23.4% |
| 3Y | +49.5% | +75.0% | -25.5% | -9.9% |
| 5Y | +55.7% | +67.8% | -12.1% | -0.7% |
| 10Y | +400.1% | +312.9% | +87.2% | +97.5% |
| All | +491.7% | +591.1% | -99.4% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling