+104.3%
SPG vs TXG
+41.0%
+63.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.0% | -3.7% |
| 7D | -2.7% | +9.1% | -11.8% | -3.6% |
| 30D | -7.3% | +14.9% | -22.2% | -8.8% |
| 3M | -3.5% | +120.0% | -123.4% | -12.6% |
| 6M | +8.5% | +221.8% | -213.3% | -7.0% |
| YTD | +13.0% | +312.6% | -299.6% | -6.8% |
| 1Y | +18.0% | +398.4% | -380.4% | -6.3% |
| All | +104.3% | +41.0% | +63.3% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling