+9,928.1%
TT vs SPG
+5,256.9%
+4,671.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -0.2% | -2.4% | +2.2% | +0.7% |
| 30D | -7.4% | -6.8% | -0.5% | -4.8% |
| 3M | -3.2% | +2.7% | -5.9% | -4.5% |
| 6M | +1.1% | +5.5% | -4.3% | -1.3% |
| YTD | +15.6% | +15.7% | -0.1% | +8.8% |
| 1Y | +9.2% | +20.9% | -11.7% | +0.7% |
| 3Y | +124.4% | +112.4% | +12.0% | +64.2% |
| 5Y | +138.0% | +101.4% | +36.7% | +75.4% |
| 10Y | +886.4% | +60.6% | +825.7% | +588.5% |
| All | +9,928.1% | +5,256.9% | +4,671.2% | +1,888.3% |
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