-10.5%
T vs SPG
+18.0%
-28.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -0.7% |
| 7D | -3.1% | -2.7% | -0.4% | -2.3% |
| 30D | +4.6% | -7.3% | +11.8% | +7.0% |
| 3M | +12.2% | -3.5% | +15.7% | +13.9% |
| 6M | -6.5% | +8.5% | -14.9% | -7.2% |
| YTD | +4.9% | +13.0% | -8.1% | +1.8% |
| 1Y | -10.5% | +18.0% | -28.5% | -14.6% |
| All | -10.5% | +18.0% | -28.5% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling