+239.1%
TPR vs SPYG
+84.3%
+154.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.3% |
| 7D | -3.4% | +1.2% | -4.6% | -4.4% |
| 30D | -27.3% | -1.6% | -25.8% | -26.5% |
| 3M | -16.2% | +3.4% | -19.6% | -19.4% |
| 6M | -17.9% | +18.9% | -36.8% | -31.1% |
| YTD | -7.1% | +13.8% | -20.9% | -18.8% |
| 1Y | +13.6% | +20.6% | -7.0% | -6.1% |
| 3Y | +293.7% | +100.5% | +193.2% | +95.8% |
| 5Y | +239.1% | +84.6% | +154.5% | +80.6% |
| All | +239.1% | +84.3% | +154.8% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling