-53.4%
TE vs SPG
+105.0%
-158.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.7% |
| 7D | +0.9% | -2.2% | +3.1% | +1.4% |
| 30D | -16.3% | -5.8% | -10.5% | -15.2% |
| 3M | -40.8% | -2.8% | -38.0% | -40.8% |
| 6M | -42.6% | +8.9% | -51.5% | -44.2% |
| YTD | -31.4% | +14.3% | -45.7% | -34.2% |
| 1Y | +144.9% | +19.5% | +125.4% | +132.2% |
| 3Y | -26.0% | +106.9% | -132.9% | -35.8% |
| 5Y | -48.5% | +108.7% | -157.2% | -55.4% |
| All | -53.4% | +105.0% | -158.4% | -59.5% |
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