+119.8%
SPG vs TXG
+7.8%
+112.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | -0.1% |
| 7D | +2.0% | -1.8% | +3.8% | +2.1% |
| 30D | +17.2% | -20.4% | +37.6% | +19.5% |
| 3M | +6.3% | +0.1% | +6.3% | +4.7% |
| 6M | +18.7% | +176.2% | -157.5% | +1.7% |
| YTD | +30.1% | +256.8% | -226.7% | +6.7% |
| 1Y | +32.8% | +255.9% | -223.1% | +8.6% |
| 3Y | +133.6% | +60.2% | +73.4% | +100.8% |
| 5Y | +84.4% | -65.1% | +149.5% | +72.1% |
| All | +119.8% | +7.8% | +112.1% | +65.3% |
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