-80.5%
TE vs SPG
+133.4%
-213.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | -19.1% | +2.0% | -21.1% | -19.4% |
| 30D | -34.1% | +17.2% | -51.4% | -36.4% |
| 3M | -60.1% | +6.3% | -66.4% | -60.7% |
| 6M | -66.0% | +18.7% | -84.6% | -67.5% |
| YTD | -71.4% | +30.1% | -101.5% | -73.4% |
| 1Y | -45.3% | +32.8% | -78.0% | -49.3% |
| 3Y | +9.1% | +133.6% | -124.4% | -8.0% |
| 5Y | -82.6% | +84.4% | -167.0% | -85.3% |
| All | -80.5% | +133.4% | -213.9% | -83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling