+105.9%
T vs SPG
+111.2%
-5.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.8% |
| 7D | -1.3% | -2.4% | +1.1% | -0.9% |
| 30D | +11.4% | -6.8% | +18.2% | +12.6% |
| 3M | +14.3% | +2.7% | +11.6% | +14.1% |
| 6M | -9.3% | +5.5% | -14.7% | -9.7% |
| YTD | +7.1% | +15.7% | -8.6% | +5.1% |
| 1Y | -9.1% | +20.9% | -30.0% | -11.3% |
| All | +105.9% | +111.2% | -5.3% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling