+887.4%
SPG vs TMF
-68.9%
+956.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | -2.4% | -1.4% | -0.9% | -2.5% |
| 30D | -6.8% | -2.8% | -4.0% | -7.1% |
| 3M | +2.7% | -10.9% | +13.6% | +1.6% |
| 6M | +5.5% | -21.3% | +26.8% | +3.2% |
| YTD | +15.7% | -15.9% | +31.6% | +14.0% |
| 1Y | +20.9% | -15.7% | +36.6% | +19.2% |
| 3Y | +112.4% | -43.4% | +155.7% | +102.9% |
| 5Y | +101.4% | -87.8% | +189.1% | +58.4% |
| 10Y | +60.6% | -86.7% | +147.4% | +33.6% |
| All | +887.4% | -68.9% | +956.2% | +916.3% |
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