+300.2%
TGS vs SPY
+72.1%
+228.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +2.0% |
| 7D | 0.0% | +2.6% | -2.6% | -2.4% |
| 30D | -17.2% | -2.0% | -15.2% | -15.7% |
| 3M | -22.8% | -2.8% | -20.0% | -21.0% |
| 6M | -26.7% | +2.1% | -28.8% | -28.3% |
| YTD | -30.7% | +11.5% | -42.2% | -37.8% |
| 1Y | -28.3% | +13.5% | -41.8% | -36.7% |
| 3Y | +113.2% | +77.7% | +35.5% | +31.2% |
| All | +300.2% | +72.1% | +228.1% | +150.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling