+132.5%
TNGX vs SPY
+133.2%
-0.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +0.7% |
| 7D | +5.6% | -0.8% | +6.4% | +6.5% |
| 30D | -7.0% | -1.1% | -6.0% | -5.8% |
| 3M | -20.3% | +3.9% | -24.1% | -23.6% |
| 6M | +40.0% | +13.6% | +26.4% | +22.2% |
| YTD | +168.4% | +12.7% | +155.7% | +135.6% |
| 1Y | +247.7% | +17.5% | +230.2% | +189.8% |
| 3Y | +188.2% | +76.9% | +111.3% | +54.7% |
| 5Y | +52.5% | +83.6% | -31.0% | -22.9% |
| All | +132.5% | +133.2% | -0.8% | +10.2% |
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