+87.7%
TGRW vs SPY
+150.4%
-62.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | -0.3% |
| 7D | -1.1% | -0.8% | -0.3% | -0.1% |
| 30D | -1.9% | -1.1% | -0.8% | -0.5% |
| 3M | +1.0% | +3.9% | -2.9% | -3.6% |
| 6M | +9.3% | +13.6% | -4.3% | -6.8% |
| YTD | +2.4% | +12.7% | -10.3% | -11.7% |
| 1Y | +5.5% | +17.5% | -12.0% | -13.6% |
| 3Y | +65.0% | +76.9% | -11.9% | -19.4% |
| 5Y | +39.4% | +83.6% | -44.2% | -33.7% |
| All | +87.7% | +150.4% | -62.7% | -37.9% |
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