+19.4%
SPG vs TCOM
-46.2%
+65.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.3% |
| 7D | -1.7% | -10.2% | +8.5% | -1.4% |
| 30D | -6.3% | -16.8% | +10.6% | -5.9% |
| 3M | -2.4% | -16.7% | +14.3% | -2.0% |
| 6M | +9.6% | -27.1% | +36.7% | +10.7% |
| YTD | +14.2% | -45.5% | +59.7% | +15.6% |
| All | +19.4% | -46.2% | +65.6% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling