+421.6%
TGTX vs SPY
+75.5%
+346.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.9% |
| 7D | -2.3% | -2.0% | -0.3% | -0.6% |
| 30D | +11.0% | -1.7% | +12.7% | +12.6% |
| 3M | +18.8% | +4.7% | +14.1% | +13.6% |
| 6M | +89.2% | +12.5% | +76.7% | +68.9% |
| YTD | +85.8% | +11.7% | +74.1% | +66.5% |
| 1Y | +74.0% | +17.5% | +56.6% | +48.4% |
| All | +421.6% | +75.5% | +346.1% | +96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling