-81.0%
TE vs SPG
+83.5%
-164.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.6% | -10.2% | -10.1% |
| 7D | -26.9% | +5.6% | -32.4% | -29.9% |
| 30D | -38.9% | +17.6% | -56.5% | -46.4% |
| 3M | -61.0% | +7.5% | -68.5% | -63.4% |
| 6M | -66.4% | +18.5% | -84.9% | -71.8% |
| YTD | -69.0% | +30.9% | -99.9% | -76.6% |
| 1Y | -54.0% | +34.1% | -88.1% | -66.1% |
| 3Y | +38.0% | +135.5% | -97.5% | -38.5% |
| 5Y | -81.0% | +86.5% | -167.5% | -90.4% |
| All | -81.0% | +83.5% | -164.5% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling