+115.9%
SPG vs TMF
-81.8%
+197.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.7% | -3.4% | +6.1% | +2.6% |
| 30D | +16.6% | +11.5% | +5.1% | +17.1% |
| 3M | +8.1% | -4.5% | +12.6% | +7.9% |
| 6M | +19.3% | -15.0% | +34.3% | +18.4% |
| YTD | +31.1% | -19.9% | +50.9% | +29.8% |
| 1Y | +32.8% | -26.6% | +59.3% | +30.8% |
| 3Y | +135.8% | -29.8% | +165.6% | +134.0% |
| 5Y | +85.1% | -88.2% | +173.3% | +43.6% |
| 10Y | +115.9% | -81.4% | +197.3% | +56.9% |
| All | +115.9% | -81.8% | +197.7% | +56.9% |
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