-18.3%
TE vs SPG
+112.2%
-130.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.2% | +8.8% | +9.1% |
| 7D | +18.2% | 0.0% | +18.2% | +18.3% |
| 30D | -13.5% | -4.9% | -8.6% | -10.2% |
| 3M | -44.6% | +3.3% | -47.9% | -48.4% |
| 6M | -24.7% | +11.2% | -35.9% | -35.0% |
| YTD | -24.3% | +17.1% | -41.3% | -38.6% |
| 1Y | +155.6% | +21.6% | +134.0% | +96.6% |
| 3Y | -18.3% | +111.9% | -130.1% | -70.0% |
| All | -18.3% | +112.2% | -130.4% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling