+134.2%
SPG vs TRI
-10.2%
+144.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +3.1% | -7.5% | +10.6% | +4.0% |
| 30D | +16.4% | +3.9% | +12.5% | +15.8% |
| 3M | +7.1% | +7.2% | -0.1% | +5.9% |
| 6M | +16.1% | +27.0% | -10.9% | +11.9% |
| YTD | +30.4% | -14.0% | +44.5% | +37.0% |
| 1Y | +33.0% | -17.7% | +50.6% | +41.4% |
| All | +134.2% | -10.2% | +144.4% | +151.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling