+681.0%
TGTX vs SPY
+322.5%
+358.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -4.1% |
| 7D | -3.7% | -0.8% | -3.0% | -2.6% |
| 30D | +8.9% | -1.1% | +9.9% | +10.6% |
| 3M | +12.2% | +3.9% | +8.3% | +4.2% |
| 6M | +92.1% | +13.6% | +78.5% | +52.7% |
| YTD | +80.8% | +12.7% | +68.1% | +45.0% |
| 1Y | +66.0% | +17.5% | +48.5% | +23.0% |
| 3Y | +407.4% | +76.9% | +330.5% | +69.7% |
| 5Y | +80.9% | +83.6% | -2.7% | -35.9% |
| All | +681.0% | +322.5% | +358.6% | -22.5% |
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