+957.3%
TT vs SPYG
+412.5%
+544.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | -6.7% | -1.7% | -5.0% | -5.4% |
| 3M | -5.4% | +3.6% | -9.1% | -8.1% |
| 6M | +4.4% | +16.6% | -12.2% | -7.7% |
| YTD | +14.9% | +13.4% | +1.6% | +3.7% |
| 1Y | +9.3% | +19.6% | -10.3% | -5.7% |
| 3Y | +121.7% | +99.8% | +22.0% | +26.2% |
| 5Y | +148.2% | +85.0% | +63.2% | +48.0% |
| 10Y | +957.3% | +422.1% | +535.2% | +129.6% |
| All | +957.3% | +412.5% | +544.8% | +129.6% |
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 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