+1,302.0%
SPG vs TCOM
+2,902.5%
-1,600.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +5.6% | +6.5% | -0.9% | +4.1% |
| 30D | +17.6% | +13.3% | +4.3% | +14.4% |
| 3M | +7.5% | -6.5% | +13.9% | +8.8% |
| 6M | +18.5% | -16.3% | +34.9% | +22.4% |
| YTD | +30.9% | -38.7% | +69.6% | +43.4% |
| 1Y | +34.1% | -40.1% | +74.2% | +47.6% |
| 3Y | +135.5% | +30.6% | +104.9% | +109.3% |
| 5Y | +86.5% | +45.8% | +40.7% | +50.2% |
| 10Y | +116.1% | +8.1% | +108.0% | +77.0% |
| All | +1,302.0% | +2,902.5% | -1,600.5% | +473.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling