+135.7%
SPG vs TLN
+602.5%
-466.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +1.0% |
| 7D | 0.0% | +10.9% | -10.9% | -0.8% |
| 30D | -4.9% | -6.3% | +1.4% | -4.5% |
| 3M | +3.3% | -10.7% | +14.0% | +3.8% |
| 6M | +11.2% | +1.6% | +9.6% | +10.1% |
| YTD | +17.1% | -13.1% | +30.1% | +17.0% |
| 1Y | +21.6% | -15.1% | +36.6% | +21.3% |
| 3Y | +111.9% | +495.0% | -383.1% | +64.9% |
| All | +135.7% | +602.5% | -466.8% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TLN 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling