+108.7%
SPG vs TW
+19.6%
+89.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -2.2% | -2.7% | +0.5% | -1.6% |
| 30D | -5.8% | -1.7% | -4.0% | -5.5% |
| 3M | -2.8% | +1.6% | -4.4% | -3.5% |
| 6M | +8.9% | -17.7% | +26.6% | +13.6% |
| YTD | +14.3% | -4.3% | +18.6% | +14.0% |
| 1Y | +19.5% | -13.1% | +32.6% | +22.3% |
| 3Y | +106.9% | +20.3% | +86.6% | +86.0% |
| 5Y | +108.7% | +22.0% | +86.8% | +82.1% |
| All | +108.7% | +19.6% | +89.1% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling