+8,579.1%
TPR vs SPYG
+539.8%
+8,039.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.5% |
| 7D | +12.1% | -1.9% | +14.0% | +13.5% |
| 30D | +16.7% | -9.2% | +25.8% | +27.2% |
| 3M | -17.4% | -6.8% | -10.6% | -12.7% |
| 6M | +2.3% | -2.6% | +4.9% | +2.5% |
| YTD | +7.1% | +7.5% | -0.3% | -3.2% |
| 1Y | +29.5% | +6.7% | +22.8% | +17.8% |
| 3Y | +415.0% | +90.1% | +325.0% | +155.6% |
| 5Y | +261.5% | +69.2% | +192.3% | +102.6% |
| 10Y | +383.3% | +391.9% | -8.6% | -6.0% |
| All | +8,579.1% | +539.8% | +8,039.3% | +882.5% |
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