+383.3%
TPR vs SPG
+117.2%
+266.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.7% |
| 7D | +12.1% | +5.6% | +6.5% | +8.5% |
| 30D | +16.7% | +17.6% | -0.9% | +6.1% |
| 3M | -17.4% | +7.5% | -24.8% | -20.9% |
| 6M | +2.3% | +18.5% | -16.3% | -7.7% |
| YTD | +7.1% | +30.9% | -23.8% | -8.5% |
| 1Y | +29.5% | +34.1% | -4.6% | +9.0% |
| 3Y | +415.0% | +135.5% | +279.5% | +212.3% |
| 5Y | +261.5% | +86.5% | +174.9% | +147.9% |
| 10Y | +383.3% | +116.1% | +267.2% | +186.8% |
| All | +383.3% | +117.2% | +266.1% | +186.8% |
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