+227.9%
TPR vs SPG
+86.1%
+141.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | +6.4% | +2.7% | +3.7% | +4.2% |
| 30D | +13.8% | +16.6% | -2.8% | +1.2% |
| 3M | -16.6% | +8.1% | -24.7% | -21.6% |
| 6M | +0.7% | +19.3% | -18.7% | -12.6% |
| YTD | +5.3% | +31.1% | -25.7% | -14.7% |
| 1Y | +32.4% | +32.8% | -0.4% | +6.1% |
| 3Y | +406.4% | +135.8% | +270.6% | +152.8% |
| 5Y | +227.9% | +85.1% | +142.8% | +96.0% |
| All | +227.9% | +86.1% | +141.8% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling