+34.1%
SPG vs TMF
-25.6%
+59.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.5% |
| 7D | +5.6% | -1.1% | +6.6% | +5.8% |
| 30D | +17.6% | +11.8% | +5.8% | +14.7% |
| 3M | +7.5% | -4.0% | +11.5% | +8.1% |
| 6M | +18.5% | -16.5% | +35.1% | +22.6% |
| YTD | +30.9% | -19.9% | +50.8% | +36.5% |
| 1Y | +34.1% | -25.6% | +59.7% | +41.4% |
| All | +34.1% | -25.6% | +59.7% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling