+7,716.4%
TPR vs SPYG
+580.7%
+7,135.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -2.3% | +0.4% | -2.7% | -2.7% |
| 30D | -23.0% | -0.4% | -22.5% | -22.9% |
| 3M | -12.5% | +0.5% | -13.0% | -13.9% |
| 6M | -21.4% | +17.5% | -38.9% | -34.1% |
| YTD | -3.5% | +14.3% | -17.9% | -17.0% |
| 1Y | +17.4% | +21.7% | -4.4% | -5.4% |
| 3Y | +291.3% | +98.6% | +192.6% | +87.8% |
| 5Y | +241.9% | +85.1% | +156.8% | +77.0% |
| 10Y | +322.7% | +412.0% | -89.4% | -20.1% |
| All | +7,716.4% | +580.7% | +7,135.7% | +741.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling