+116.5%
SPG vs TMF
-83.0%
+199.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +5.1% | +0.6% | +4.5% | +5.1% |
| 30D | +16.8% | +16.3% | +0.5% | +17.6% |
| 3M | +5.7% | -2.7% | +8.3% | +5.5% |
| 6M | +17.8% | -13.2% | +31.0% | +17.0% |
| YTD | +30.1% | -16.7% | +46.8% | +29.0% |
| 1Y | +32.8% | -22.7% | +55.5% | +31.1% |
| 3Y | +137.2% | -26.1% | +163.3% | +136.1% |
| 5Y | +81.5% | -88.4% | +169.9% | +39.3% |
| 10Y | +116.5% | -81.8% | +198.3% | +59.3% |
| All | +116.5% | -83.0% | +199.5% | +59.3% |
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