+18.0%
TPR vs SPG
+20.7%
-2.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.7% |
| 7D | -2.3% | -2.4% | +0.1% | -0.7% |
| 30D | -23.0% | -6.8% | -16.1% | -19.2% |
| 3M | -12.5% | +2.7% | -15.1% | -14.9% |
| 6M | -21.4% | +5.5% | -26.9% | -24.9% |
| YTD | -3.5% | +15.7% | -19.2% | -11.9% |
| All | +18.0% | +20.7% | -2.7% | +6.1% |
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 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