+32.8%
SPG vs TCOM
-41.4%
+74.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.3% |
| 7D | +2.0% | -1.8% | +3.8% | +2.1% |
| 30D | +17.2% | +12.1% | +5.2% | +16.7% |
| 3M | +6.3% | -3.2% | +9.5% | +6.1% |
| 6M | +18.7% | -16.6% | +35.3% | +19.2% |
| YTD | +30.1% | -39.4% | +69.5% | +30.0% |
| 1Y | +32.8% | -41.5% | +74.3% | +33.5% |
| All | +32.8% | -41.4% | +74.2% | +33.5% |
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