+299.5%
TPR vs SPYG
+424.8%
-125.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.9% |
| 7D | -7.3% | +0.3% | -7.6% | -7.6% |
| 30D | -30.7% | -1.7% | -29.0% | -29.7% |
| 3M | -21.6% | +3.6% | -25.3% | -25.2% |
| 6M | -21.3% | +16.6% | -37.9% | -34.2% |
| YTD | -10.2% | +13.4% | -23.5% | -22.7% |
| 1Y | +9.5% | +19.6% | -10.1% | -11.1% |
| 3Y | +280.8% | +99.8% | +181.0% | +71.7% |
| 5Y | +218.7% | +85.0% | +133.8% | +57.2% |
| All | +299.5% | +424.8% | -125.3% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling