+86.5%
SPG vs TCOM
+44.4%
+42.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +5.6% | +6.5% | -0.9% | +4.8% |
| 30D | +17.6% | +13.3% | +4.3% | +15.8% |
| 3M | +7.5% | -6.5% | +13.9% | +8.2% |
| 6M | +18.5% | -16.3% | +34.9% | +20.7% |
| YTD | +30.9% | -38.7% | +69.6% | +38.0% |
| 1Y | +34.1% | -40.1% | +74.2% | +41.8% |
| 3Y | +135.5% | +30.6% | +104.9% | +119.8% |
| 5Y | +86.5% | +45.8% | +40.7% | +68.8% |
| All | +86.5% | +44.4% | +42.2% | +68.8% |
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