+93.3%
SPG vs TXG
+27.0%
+66.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.3% | -0.3% |
| 7D | -1.2% | +9.5% | -10.6% | -2.3% |
| 30D | -6.1% | +18.8% | -24.9% | -8.2% |
| 3M | -3.6% | +136.1% | -139.8% | -14.2% |
| 6M | +10.4% | +235.2% | -224.8% | -6.8% |
| YTD | +14.4% | +320.5% | -306.2% | -6.8% |
| 1Y | +16.5% | +425.2% | -408.7% | -8.8% |
| 3Y | +106.8% | +42.9% | +63.9% | +82.9% |
| 5Y | +108.9% | -62.8% | +171.7% | +94.8% |
| All | +93.3% | +27.0% | +66.3% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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