+68.4%
T vs SPG
+59.6%
+8.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -1.2% |
| 7D | -3.1% | -1.7% | -1.4% | -2.7% |
| 30D | +4.6% | -6.3% | +10.8% | +6.0% |
| 3M | +12.2% | -2.4% | +14.7% | +12.8% |
| 6M | -6.5% | +9.6% | -16.1% | -8.3% |
| YTD | +4.9% | +14.2% | -9.3% | +1.9% |
| 1Y | -10.5% | +19.3% | -29.8% | -13.9% |
| 3Y | +104.6% | +106.7% | -2.1% | +73.0% |
| 5Y | +64.2% | +104.2% | -40.0% | +37.3% |
| 10Y | +68.4% | +63.7% | +4.8% | +48.7% |
| All | +68.4% | +59.6% | +8.9% | +48.7% |
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