+517.7%
TGLS vs SPY
+611.6%
-93.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.6% |
| 7D | +1.6% | +3.3% | -1.7% | -1.3% |
| 30D | +19.2% | -2.7% | +21.9% | +22.0% |
| 3M | +9.6% | -1.7% | +11.4% | +11.2% |
| 6M | +21.6% | +3.1% | +18.5% | +18.0% |
| YTD | -7.8% | +11.9% | -19.7% | -17.2% |
| 1Y | -0.4% | +12.0% | -12.4% | -10.5% |
| 3Y | +42.4% | +78.2% | -35.7% | -15.5% |
| 5Y | +49.1% | +73.2% | -24.2% | -7.6% |
| 10Y | +410.0% | +309.6% | +100.4% | +97.8% |
| All | +517.7% | +611.6% | -93.9% | +136.3% |
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