+91.0%
SPG vs TW
+298.0%
-207.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +3.1% | +3.2% | -0.1% | +2.2% |
| 30D | +16.4% | +19.7% | -3.3% | +10.6% |
| 3M | +7.1% | +26.8% | -19.8% | -0.1% |
| 6M | +16.1% | +20.9% | -4.8% | +9.2% |
| YTD | +30.4% | +22.9% | +7.6% | +21.0% |
| 1Y | +33.0% | +20.4% | +12.6% | +24.1% |
| 3Y | +134.6% | +42.9% | +91.8% | +101.4% |
| 5Y | +84.9% | +40.2% | +44.7% | +56.0% |
| All | +91.0% | +298.0% | -207.0% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling