+84.9%
SPG vs TMF
-88.7%
+173.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | -0.1% |
| 7D | +3.1% | -8.2% | +11.3% | +3.8% |
| 30D | +16.4% | +5.3% | +11.1% | +15.9% |
| 3M | +7.1% | -8.5% | +15.5% | +7.7% |
| 6M | +16.1% | -17.2% | +33.2% | +17.6% |
| YTD | +30.4% | -23.4% | +53.8% | +32.8% |
| 1Y | +33.0% | -30.2% | +63.2% | +36.3% |
| 3Y | +134.6% | -32.9% | +167.6% | +139.5% |
| 5Y | +84.9% | -88.5% | +173.4% | +70.5% |
| All | +84.9% | -88.7% | +173.6% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling