-79.9%
TE vs SPG
+134.0%
-214.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.5% | -7.0% | -7.4% |
| 7D | -13.6% | +3.1% | -16.7% | -14.2% |
| 30D | -37.7% | +16.4% | -54.1% | -39.7% |
| 3M | -59.8% | +7.1% | -66.8% | -60.4% |
| 6M | -66.3% | +16.1% | -82.4% | -67.7% |
| YTD | -70.5% | +30.4% | -101.0% | -72.5% |
| 1Y | -48.8% | +33.0% | -81.8% | -52.6% |
| 3Y | +31.3% | +134.6% | -103.3% | +10.6% |
| 5Y | -82.0% | +84.9% | -166.9% | -84.9% |
| All | -79.9% | +134.0% | -214.0% | -83.1% |
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