+67.8%
SPG vs TRMB
+118.7%
-50.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.7% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -4.9% | -1.2% | -3.7% | -4.6% |
| 3M | +3.3% | +9.6% | -6.3% | -2.1% |
| 6M | +11.2% | -16.1% | +27.3% | +19.7% |
| YTD | +17.1% | -25.0% | +42.0% | +32.4% |
| 1Y | +21.6% | -27.7% | +49.3% | +39.2% |
| 3Y | +111.9% | +15.3% | +96.6% | +79.6% |
| 5Y | +106.9% | -37.4% | +144.3% | +142.0% |
| All | +67.8% | +118.7% | -50.9% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling