+62.0%
SPG vs TRI
+191.2%
-129.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | -2.2% | -14.4% | +12.2% | +3.5% |
| 30D | -5.8% | -8.1% | +2.3% | -3.2% |
| 3M | -2.8% | +17.5% | -20.3% | -10.9% |
| 6M | +8.9% | -5.0% | +13.8% | +7.8% |
| YTD | +14.3% | -24.7% | +39.0% | +25.5% |
| 1Y | +19.5% | -41.5% | +61.0% | +50.5% |
| 3Y | +106.9% | -20.3% | +127.2% | +107.3% |
| 5Y | +108.7% | -10.9% | +119.7% | +91.3% |
| All | +62.0% | +191.2% | -129.3% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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