+1,982.5%
SPG vs TRI
+584.3%
+1,398.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.0% | -2.9% | +4.9% | +3.6% |
| 30D | +17.2% | +3.7% | +13.5% | +13.7% |
| 3M | +6.3% | +3.7% | +2.6% | +1.6% |
| 6M | +18.7% | +35.1% | -16.4% | -6.7% |
| YTD | +30.1% | -14.0% | +44.1% | +29.1% |
| 1Y | +32.8% | -19.0% | +51.7% | +36.8% |
| 3Y | +133.6% | -12.0% | +145.6% | +118.2% |
| 5Y | +84.4% | +0.6% | +83.7% | +55.2% |
| 10Y | +114.3% | +225.4% | -111.1% | -20.6% |
| All | +1,982.5% | +584.3% | +1,398.2% | +357.8% |
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