+90.2%
TT vs SPG
+124.5%
-34.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | -2.0% | +4.9% | -6.9% | -3.7% |
| 30D | -14.0% | +15.6% | -29.6% | -18.7% |
| 3M | -15.9% | +4.1% | -19.9% | -17.2% |
| 6M | -17.3% | +13.6% | -30.9% | -21.8% |
| YTD | +4.0% | +27.5% | -23.6% | -6.3% |
| 1Y | -7.1% | +32.2% | -39.4% | -17.5% |
| 3Y | +90.2% | +126.0% | -35.8% | +42.2% |
| All | +90.2% | +124.5% | -34.3% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling