+115.9%
SPG vs TRMB
+109.2%
+6.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -1.4% |
| 7D | +2.7% | +4.1% | -1.4% | +0.7% |
| 30D | +16.6% | -5.1% | +21.6% | +17.6% |
| 3M | +8.1% | -2.6% | +10.7% | +7.2% |
| 6M | +19.3% | -2.7% | +22.0% | +17.5% |
| YTD | +31.1% | -27.9% | +59.0% | +48.6% |
| 1Y | +32.8% | -29.0% | +61.8% | +51.0% |
| 3Y | +135.8% | +35.0% | +100.8% | +81.0% |
| 5Y | +85.1% | -33.9% | +119.0% | +105.0% |
| 10Y | +115.9% | +106.1% | +9.8% | +14.4% |
| All | +115.9% | +109.2% | +6.8% | +14.4% |
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