+371.7%
TPR vs SPG
+116.4%
+255.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +6.4% | +2.7% | +3.7% | +4.7% |
| 30D | +13.8% | +16.6% | -2.8% | +4.0% |
| 3M | -16.6% | +8.1% | -24.7% | -20.4% |
| 6M | +0.7% | +19.3% | -18.7% | -9.5% |
| YTD | +5.3% | +31.1% | -25.7% | -10.1% |
| 1Y | +32.4% | +32.8% | -0.4% | +12.1% |
| 3Y | +406.4% | +135.8% | +270.6% | +206.9% |
| 5Y | +227.9% | +85.1% | +142.8% | +125.7% |
| 10Y | +371.7% | +115.9% | +255.8% | +180.6% |
| All | +371.7% | +116.4% | +255.3% | +180.6% |
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