+91.9%
SPG vs TW
+294.9%
-203.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +2.7% | +2.8% | -0.1% | +1.9% |
| 30D | +16.6% | +18.1% | -1.5% | +11.2% |
| 3M | +8.1% | +25.2% | -17.2% | +1.2% |
| 6M | +19.3% | +19.1% | +0.2% | +12.7% |
| YTD | +31.1% | +21.9% | +9.2% | +21.8% |
| 1Y | +32.8% | +18.9% | +13.8% | +24.3% |
| 3Y | +135.8% | +41.7% | +94.0% | +102.8% |
| 5Y | +85.1% | +40.4% | +44.7% | +56.0% |
| All | +91.9% | +294.9% | -203.0% | +6.3% |
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