+356.2%
TPR vs SPG
+113.9%
+242.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -0.3% | +2.0% | -2.3% | -1.4% |
| 30D | +15.1% | +17.2% | -2.1% | +4.9% |
| 3M | +3.5% | +6.3% | -2.8% | -0.1% |
| 6M | +0.4% | +18.7% | -18.2% | -9.3% |
| YTD | +4.6% | +30.1% | -25.5% | -10.4% |
| 1Y | +33.1% | +32.8% | +0.3% | +12.7% |
| 3Y | +396.0% | +133.6% | +262.4% | +202.3% |
| 5Y | +230.3% | +84.4% | +145.9% | +127.9% |
| All | +356.2% | +113.9% | +242.3% | +175.1% |
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