+43.2%
TER vs SPG
+34.3%
+8.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.9% | -9.7% | -6.0% |
| 7D | -19.9% | +8.2% | -28.0% | -18.3% |
| 30D | -43.5% | +13.5% | -57.0% | -42.0% |
| 3M | -37.8% | +2.2% | -40.0% | -36.3% |
| 6M | -25.6% | +15.9% | -41.4% | -29.1% |
| YTD | +29.8% | +27.6% | +2.2% | +27.4% |
| 1Y | +43.2% | +30.9% | +12.2% | +43.5% |
| All | +43.2% | +34.3% | +8.9% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling