+95.5%
SPG vs TXG
+16.0%
+79.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -2.4% | +1.8% | -4.2% | -2.6% |
| 30D | -6.8% | +32.0% | -38.8% | -10.3% |
| 3M | +2.7% | +87.0% | -84.3% | -6.0% |
| 6M | +5.5% | +180.1% | -174.6% | -8.9% |
| YTD | +15.7% | +284.1% | -268.4% | -4.6% |
| 1Y | +20.9% | +361.7% | -340.8% | -3.9% |
| 3Y | +112.4% | +15.9% | +96.5% | +92.8% |
| 5Y | +101.4% | -66.2% | +167.5% | +89.9% |
| All | +95.5% | +16.0% | +79.5% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling