+356.2%
TPR vs SPYG
+393.2%
-37.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.8% |
| 7D | -0.3% | +2.3% | -2.6% | -2.7% |
| 30D | +15.1% | -6.5% | +21.6% | +22.0% |
| 3M | +3.5% | -6.8% | +10.4% | +9.7% |
| 6M | +0.4% | -3.1% | +3.6% | +1.1% |
| YTD | +4.6% | +8.0% | -3.4% | -6.7% |
| 1Y | +33.1% | +10.2% | +22.9% | +15.9% |
| 3Y | +396.0% | +91.0% | +305.0% | +131.2% |
| 5Y | +230.3% | +67.7% | +162.5% | +79.2% |
| All | +356.2% | +393.2% | -37.0% | -26.8% |
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