+7,716.4%
TPR vs SPG
+3,157.8%
+4,558.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | -2.3% | -2.4% | +0.1% | -1.0% |
| 30D | -23.0% | -6.8% | -16.1% | -20.1% |
| 3M | -12.5% | +2.7% | -15.1% | -13.9% |
| 6M | -21.4% | +5.5% | -26.9% | -23.6% |
| YTD | -3.5% | +15.7% | -19.2% | -10.7% |
| 1Y | +17.4% | +20.9% | -3.5% | +5.9% |
| 3Y | +291.3% | +112.4% | +178.9% | +161.3% |
| 5Y | +241.9% | +101.4% | +140.6% | +135.7% |
| 10Y | +322.7% | +60.6% | +262.0% | +192.2% |
| All | +7,716.4% | +3,157.8% | +4,558.6% | +912.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling