+307.1%
TPR vs SPYG
+420.3%
-113.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.8% |
| 7D | -5.1% | -1.8% | -3.3% | -3.3% |
| 30D | -27.6% | -1.9% | -25.6% | -26.4% |
| 3M | -17.5% | +5.2% | -22.6% | -22.5% |
| 6M | -21.3% | +15.6% | -36.9% | -33.5% |
| YTD | -8.5% | +12.4% | -20.9% | -20.5% |
| 1Y | +11.5% | +17.5% | -6.0% | -7.8% |
| 3Y | +288.0% | +98.1% | +189.9% | +76.5% |
| 5Y | +225.2% | +84.9% | +140.2% | +60.2% |
| All | +307.1% | +420.3% | -113.3% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPYG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling