-75.7%
TGTX vs SPY
+752.2%
-827.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.2% |
| 7D | -4.0% | -0.4% | -3.6% | -3.4% |
| 30D | +11.2% | -1.4% | +12.5% | +13.5% |
| 3M | +26.0% | +3.7% | +22.3% | +17.7% |
| 6M | +87.2% | +13.0% | +74.2% | +52.3% |
| YTD | +83.3% | +12.4% | +70.9% | +49.7% |
| 1Y | +70.8% | +18.5% | +52.2% | +27.3% |
| 3Y | +426.0% | +77.6% | +348.4% | +91.8% |
| 5Y | +79.4% | +81.7% | -2.3% | -28.3% |
| 10Y | +723.0% | +319.7% | +403.4% | +4.5% |
| All | -75.7% | +752.2% | -827.9% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling