+6,010.6%
TT vs SPYG
+524.9%
+5,485.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.8% |
| 7D | +0.8% | -1.9% | +2.8% | +2.6% |
| 30D | -11.8% | -9.2% | -2.6% | -3.7% |
| 3M | -11.6% | -6.8% | -4.8% | -5.7% |
| 6M | -9.3% | -2.6% | -6.7% | -7.3% |
| YTD | +8.9% | +7.5% | +1.4% | +1.5% |
| 1Y | -2.2% | +6.7% | -8.9% | -8.3% |
| 3Y | +91.9% | +90.1% | +1.8% | +4.2% |
| 5Y | +136.0% | +69.2% | +66.8% | +40.0% |
| 10Y | +734.7% | +391.9% | +342.9% | +72.0% |
| All | +6,010.6% | +524.9% | +5,485.7% | +551.6% |
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 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