+389.7%
TPR vs SPG
+117.3%
+272.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.3% |
| 7D | +12.7% | +5.1% | +7.6% | +9.4% |
| 30D | +17.1% | +16.8% | +0.2% | +6.9% |
| 3M | -15.9% | +5.7% | -21.5% | -18.6% |
| 6M | +2.6% | +17.8% | -15.2% | -7.0% |
| YTD | +7.5% | +30.1% | -22.6% | -7.9% |
| 1Y | +32.9% | +32.8% | +0.1% | +12.5% |
| 3Y | +413.8% | +137.2% | +276.6% | +210.3% |
| 5Y | +263.9% | +81.5% | +182.4% | +153.2% |
| 10Y | +389.7% | +116.5% | +273.2% | +190.1% |
| All | +389.7% | +117.3% | +272.4% | +190.1% |
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