+63.7%
SPG vs TRMB
+113.5%
-49.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.3% |
| 7D | -1.7% | -2.9% | +1.2% | -0.2% |
| 30D | -6.3% | -1.8% | -4.5% | -5.7% |
| 3M | -2.4% | +8.4% | -10.8% | -7.0% |
| 6M | +9.6% | -18.5% | +28.2% | +19.7% |
| YTD | +14.2% | -26.7% | +40.9% | +30.7% |
| 1Y | +19.3% | -28.3% | +47.6% | +37.1% |
| 3Y | +106.7% | +12.6% | +94.1% | +77.4% |
| 5Y | +104.2% | -38.7% | +142.9% | +141.3% |
| 10Y | +63.7% | +120.8% | -57.1% | -14.7% |
| All | +63.7% | +113.5% | -49.9% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TRMB 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling