+1,296.8%
SPG vs TCOM
+2,843.2%
-1,546.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +3.1% | -1.4% | +4.5% | +3.4% |
| 30D | +16.4% | +11.5% | +4.9% | +13.7% |
| 3M | +7.1% | -5.2% | +12.3% | +8.1% |
| 6M | +16.1% | -16.9% | +33.0% | +20.0% |
| YTD | +30.4% | -39.9% | +70.4% | +43.5% |
| 1Y | +33.0% | -42.1% | +75.1% | +47.4% |
| 3Y | +134.6% | +28.0% | +106.6% | +109.4% |
| 5Y | +84.9% | +40.4% | +44.5% | +50.1% |
| 10Y | +114.9% | +5.6% | +109.3% | +76.8% |
| All | +1,296.8% | +2,843.2% | -1,546.5% | +473.7% |
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