-53.2%
TE vs SPG
+107.6%
-160.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -4.0% | -2.4% | -1.6% | -3.5% |
| 30D | -15.9% | -6.8% | -9.1% | -14.6% |
| 3M | -60.5% | +2.7% | -63.2% | -61.2% |
| 6M | -35.2% | +5.5% | -40.7% | -36.6% |
| YTD | -31.1% | +15.7% | -46.8% | -34.1% |
| 1Y | +148.6% | +20.9% | +127.8% | +135.1% |
| 3Y | -26.4% | +112.4% | -138.8% | -36.5% |
| 5Y | -48.0% | +101.4% | -149.4% | -55.1% |
| All | -53.2% | +107.6% | -160.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling