+109.0%
SPG vs TMF
-82.1%
+191.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.3% |
| 7D | +2.0% | -9.3% | +11.3% | +1.6% |
| 30D | +17.2% | +1.9% | +15.3% | +17.4% |
| 3M | +6.3% | -11.2% | +17.6% | +5.8% |
| 6M | +18.7% | -17.7% | +36.4% | +17.7% |
| YTD | +30.1% | -24.5% | +54.5% | +28.5% |
| 1Y | +32.8% | -29.4% | +62.2% | +30.6% |
| 3Y | +133.6% | -33.4% | +167.0% | +131.4% |
| 5Y | +84.4% | -88.7% | +173.1% | +43.2% |
| All | +109.0% | -82.1% | +191.1% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling