+156.8%
SPG vs TLN
+630.2%
-473.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.3% | +0.4% |
| 7D | +4.9% | -1.3% | +6.2% | +4.9% |
| 30D | +15.6% | -10.5% | +26.1% | +16.3% |
| 3M | +4.1% | +0.1% | +4.0% | +3.6% |
| 6M | +13.6% | -17.4% | +31.0% | +14.4% |
| YTD | +27.5% | -9.7% | +37.2% | +26.7% |
| 1Y | +32.2% | -12.3% | +44.5% | +31.5% |
| 3Y | +126.0% | +528.3% | -402.3% | +74.4% |
| All | +156.8% | +630.2% | -473.4% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling