+111.9%
SPG vs TW
+21.9%
+90.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.5% |
| 7D | 0.0% | -3.5% | +3.5% | +0.4% |
| 30D | -4.9% | +0.5% | -5.4% | -5.1% |
| 3M | +3.3% | +4.9% | -1.6% | +2.6% |
| 6M | +11.2% | -17.1% | +28.3% | +14.2% |
| YTD | +17.1% | -3.9% | +20.9% | +16.6% |
| 1Y | +21.6% | -13.3% | +34.8% | +23.5% |
| 3Y | +111.9% | +20.9% | +91.0% | +103.6% |
| All | +111.9% | +21.9% | +90.0% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling