+58.8%
T vs SPG
+117.2%
-58.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +2.6% | +5.6% | -3.0% | +1.4% |
| 30D | -1.1% | +17.6% | -18.7% | -4.4% |
| 3M | -7.7% | +7.5% | -15.2% | -9.1% |
| 6M | -10.6% | +18.5% | -29.2% | -13.8% |
| YTD | -7.5% | +30.9% | -38.4% | -12.7% |
| 1Y | -7.4% | +34.1% | -41.5% | -13.1% |
| 3Y | +63.1% | +135.5% | -72.5% | +34.3% |
| 5Y | +55.2% | +86.5% | -31.3% | +32.2% |
| 10Y | +58.8% | +116.1% | -57.3% | +29.4% |
| All | +58.8% | +117.2% | -58.4% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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