-18.6%
TJGC vs SPY
+28.0%
-46.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +1.3% |
| 7D | +5.4% | -0.4% | +5.7% | +5.8% |
| 30D | +189.9% | -1.4% | +191.2% | +194.8% |
| 3M | +81.5% | +3.7% | +77.8% | +71.1% |
| 6M | +335.9% | +13.0% | +322.9% | +224.1% |
| YTD | +285.4% | +12.4% | +273.0% | +190.5% |
| 1Y | +50.7% | +18.5% | +32.2% | +2.2% |
| All | -18.6% | +28.0% | -46.5% | -22.1% |
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