+90.5%
SPG vs TW
+301.3%
-210.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +2.0% | +3.9% | -1.9% | +0.9% |
| 30D | +17.2% | +19.9% | -2.7% | +11.4% |
| 3M | +6.3% | +25.9% | -19.6% | -0.6% |
| 6M | +18.7% | +21.1% | -2.4% | +11.6% |
| YTD | +30.1% | +23.9% | +6.2% | +20.4% |
| 1Y | +32.8% | +21.2% | +11.5% | +23.6% |
| 3Y | +133.6% | +44.8% | +88.8% | +99.6% |
| 5Y | +84.4% | +41.4% | +43.0% | +55.2% |
| All | +90.5% | +301.3% | -210.9% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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