+1,988.2%
SPG vs TRI
+584.0%
+1,404.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +3.1% | -7.5% | +10.6% | +7.4% |
| 30D | +16.4% | +3.9% | +12.5% | +12.8% |
| 3M | +7.1% | +7.2% | -0.1% | +0.4% |
| 6M | +16.1% | +27.0% | -10.9% | -5.3% |
| YTD | +30.4% | -14.0% | +44.5% | +29.5% |
| 1Y | +33.0% | -17.7% | +50.6% | +35.6% |
| 3Y | +134.6% | -10.7% | +145.3% | +116.9% |
| 5Y | +84.9% | +0.6% | +84.3% | +55.7% |
| 10Y | +114.9% | +225.3% | -110.4% | -20.4% |
| All | +1,988.2% | +584.0% | +1,404.2% | +359.2% |
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 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