+435.8%
TGS vs SPY
+311.3%
+124.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.4% |
| 7D | +1.3% | +0.5% | +0.8% | +0.7% |
| 30D | +2.8% | -0.9% | +3.8% | +3.7% |
| 3M | +0.3% | +3.9% | -3.6% | -3.4% |
| 6M | +2.0% | +14.5% | -12.6% | -10.9% |
| YTD | -4.8% | +12.9% | -17.7% | -15.6% |
| 1Y | +38.8% | +19.4% | +19.4% | +17.1% |
| 3Y | +171.9% | +78.5% | +93.4% | +60.1% |
| 5Y | +466.2% | +81.8% | +384.4% | +223.9% |
| 10Y | +435.8% | +311.5% | +124.2% | +41.9% |
| All | +435.8% | +311.3% | +124.4% | +41.9% |
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