+1,139.0%
SPG vs TCOM
+2,694.8%
-1,555.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -2.4% | -9.5% | +7.1% | -0.3% |
| 30D | -6.8% | -10.7% | +3.9% | -4.6% |
| 3M | +2.7% | -14.6% | +17.3% | +5.7% |
| 6M | +5.5% | -19.3% | +24.8% | +9.7% |
| YTD | +15.7% | -42.9% | +58.6% | +28.9% |
| 1Y | +20.9% | -43.8% | +64.7% | +34.8% |
| 3Y | +112.4% | +2.1% | +110.3% | +99.0% |
| 5Y | +101.4% | +31.2% | +70.1% | +65.5% |
| 10Y | +60.6% | -13.9% | +74.6% | +38.0% |
| All | +1,139.0% | +2,694.8% | -1,555.8% | +415.0% |
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 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