+924.0%
T vs SPG
+5,923.7%
-4,999.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.3% |
| 7D | +1.7% | +5.1% | -3.4% | +0.5% |
| 30D | -1.7% | +16.8% | -18.6% | -5.2% |
| 3M | -7.3% | +5.7% | -13.0% | -8.5% |
| 6M | -11.2% | +17.8% | -29.0% | -14.6% |
| YTD | -8.1% | +30.1% | -38.2% | -13.7% |
| 1Y | -8.0% | +32.8% | -40.8% | -14.1% |
| 3Y | +62.1% | +137.2% | -75.1% | +30.3% |
| 5Y | +55.7% | +81.5% | -25.8% | +31.4% |
| 10Y | +54.1% | +116.5% | -62.4% | +14.0% |
| All | +924.0% | +5,923.7% | -4,999.8% | +210.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling