+916.0%
T vs SPG
+5,805.1%
-4,889.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +1.0% | +4.9% | -3.9% | -0.1% |
| 30D | -10.6% | +15.6% | -26.2% | -13.6% |
| 3M | -7.7% | +4.1% | -11.8% | -8.6% |
| 6M | -13.3% | +13.6% | -26.9% | -15.9% |
| YTD | -8.8% | +27.5% | -36.3% | -14.0% |
| 1Y | -8.4% | +32.2% | -40.6% | -14.4% |
| 3Y | +59.6% | +126.0% | -66.4% | +29.7% |
| 5Y | +52.1% | +74.7% | -22.7% | +29.5% |
| 10Y | +56.9% | +112.8% | -56.0% | +16.4% |
| All | +916.0% | +5,805.1% | -4,889.1% | +209.7% |
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 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