+62.0%
SPG vs TCOM
-10.5%
+72.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.4% |
| 7D | -2.2% | -6.5% | +4.3% | -0.7% |
| 30D | -5.8% | -16.2% | +10.5% | -2.0% |
| 3M | -2.8% | -19.3% | +16.5% | +1.5% |
| 6M | +8.9% | -27.2% | +36.1% | +16.3% |
| YTD | +14.3% | -46.2% | +60.5% | +30.0% |
| 1Y | +19.5% | -46.6% | +66.1% | +35.9% |
| 3Y | +106.9% | +8.4% | +98.5% | +87.0% |
| 5Y | +108.7% | +25.8% | +82.9% | +65.9% |
| All | +62.0% | -10.5% | +72.5% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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