+1,092.7%
T vs SPG
+5,256.9%
-4,164.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.7% |
| 7D | -1.3% | -2.4% | +1.1% | -0.7% |
| 30D | +11.4% | -6.8% | +18.2% | +13.2% |
| 3M | +14.3% | +2.7% | +11.6% | +13.6% |
| 6M | -9.3% | +5.5% | -14.7% | -10.5% |
| YTD | +7.1% | +15.7% | -8.6% | +3.3% |
| 1Y | -9.1% | +20.9% | -30.0% | -13.2% |
| 3Y | +105.3% | +112.4% | -7.0% | +69.2% |
| 5Y | +66.8% | +101.4% | -34.5% | +37.2% |
| 10Y | +66.8% | +60.6% | +6.2% | +32.5% |
| All | +1,092.7% | +5,256.9% | -4,164.2% | +271.9% |
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