+1,752.2%
SPG vs TRI
+561.6%
+1,190.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.5% | +2.1% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -6.8% | +7.9% | -14.7% | -11.4% |
| 3M | +2.7% | +24.1% | -21.4% | -12.1% |
| 6M | +5.5% | +3.8% | +1.6% | -2.7% |
| YTD | +15.7% | -16.9% | +32.6% | +19.3% |
| 1Y | +20.9% | -38.4% | +59.3% | +50.2% |
| 3Y | +112.4% | -12.2% | +124.6% | +101.5% |
| 5Y | +101.4% | -1.8% | +103.1% | +74.3% |
| 10Y | +60.6% | +207.6% | -147.0% | -37.4% |
| All | +1,752.2% | +561.6% | +1,190.6% | +323.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling