+245.0%
TGS vs SPY
+315.0%
-70.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | -0.7% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | -14.9% | -3.3% | -11.6% | -12.2% |
| 3M | -24.0% | -2.4% | -21.6% | -22.4% |
| 6M | -25.5% | +2.6% | -28.0% | -27.5% |
| YTD | -29.7% | +11.2% | -40.9% | -36.9% |
| 1Y | -23.6% | +13.4% | -37.0% | -32.7% |
| 3Y | +118.0% | +79.9% | +38.1% | +27.4% |
| 5Y | +299.1% | +72.2% | +226.9% | +140.0% |
| 10Y | +245.0% | +307.3% | -62.3% | -9.9% |
| All | +245.0% | +315.0% | -70.0% | -9.9% |
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