+893.7%
TT vs SPG
+61.5%
+832.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -7.3% | -4.9% | -2.4% | -5.8% |
| 3M | -2.6% | +3.3% | -5.9% | -3.9% |
| 6M | +5.9% | +11.2% | -5.3% | +2.0% |
| YTD | +15.4% | +17.1% | -1.6% | +9.3% |
| 1Y | +8.2% | +21.6% | -13.3% | +1.1% |
| 3Y | +122.7% | +111.9% | +10.8% | +72.7% |
| 5Y | +145.0% | +106.9% | +38.0% | +89.2% |
| 10Y | +893.7% | +62.2% | +831.5% | +708.8% |
| All | +893.7% | +61.5% | +832.2% | +708.8% |
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