-7.4%
T vs SPG
+33.1%
-40.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +2.6% | +5.6% | -3.0% | +0.6% |
| 30D | -1.1% | +17.6% | -18.7% | -6.4% |
| 3M | -7.7% | +7.5% | -15.2% | -10.5% |
| 6M | -10.6% | +18.5% | -29.2% | -14.6% |
| YTD | -7.5% | +30.9% | -38.4% | -13.9% |
| 1Y | -7.4% | +34.1% | -41.5% | -15.0% |
| All | -7.4% | +33.1% | -40.5% | -15.0% |
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