+108.7%
SPG vs TXG
-64.0%
+172.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.3% |
| 7D | -2.2% | +5.0% | -7.2% | -2.9% |
| 30D | -5.8% | +13.5% | -19.3% | -7.6% |
| 3M | -2.8% | +128.0% | -130.8% | -14.4% |
| 6M | +8.9% | +224.4% | -215.6% | -9.8% |
| YTD | +14.3% | +307.0% | -292.7% | -9.1% |
| 1Y | +19.5% | +427.2% | -407.8% | -10.0% |
| 3Y | +106.9% | +40.2% | +66.7% | +82.8% |
| 5Y | +108.7% | -64.0% | +172.8% | +95.9% |
| All | +108.7% | -64.0% | +172.8% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling