+106.9%
SPG vs TCOM
+26.3%
+80.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.3% |
| 7D | 0.0% | -7.6% | +7.6% | +0.9% |
| 30D | -4.9% | -12.2% | +7.3% | -3.5% |
| 3M | +3.3% | -14.2% | +17.5% | +4.9% |
| 6M | +11.2% | -25.0% | +36.2% | +14.7% |
| YTD | +17.1% | -43.7% | +60.7% | +24.5% |
| 1Y | +21.6% | -44.5% | +66.1% | +29.5% |
| 3Y | +111.9% | +13.4% | +98.4% | +101.8% |
| 5Y | +106.9% | +26.5% | +80.5% | +84.0% |
| All | +106.9% | +26.3% | +80.6% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling