+988.4%
SPG vs TMF
-69.2%
+1,057.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +4.9% | +1.2% | +3.7% | +5.0% |
| 30D | +15.6% | +19.7% | -4.1% | +17.5% |
| 3M | +4.1% | -2.1% | +6.2% | +3.9% |
| 6M | +13.6% | -13.4% | +27.0% | +12.2% |
| YTD | +27.5% | -16.7% | +44.3% | +25.6% |
| 1Y | +32.2% | -23.3% | +55.6% | +29.2% |
| 3Y | +126.0% | -24.8% | +150.8% | +123.4% |
| 5Y | +74.7% | -88.0% | +162.8% | +36.8% |
| 10Y | +112.8% | -84.7% | +197.6% | +80.8% |
| All | +988.4% | -69.2% | +1,057.6% | +1,019.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling