+109.0%
SPG vs TRMB
+102.3%
+6.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.1% |
| 7D | +2.0% | +2.8% | -0.8% | +0.6% |
| 30D | +17.2% | -5.9% | +23.1% | +18.8% |
| 3M | +6.3% | -3.3% | +9.6% | +5.9% |
| 6M | +18.7% | +1.3% | +17.3% | +14.5% |
| YTD | +30.1% | -29.0% | +59.1% | +48.5% |
| 1Y | +32.8% | -27.8% | +60.5% | +49.8% |
| 3Y | +133.6% | +36.3% | +97.3% | +78.2% |
| 5Y | +84.4% | -35.8% | +120.2% | +107.6% |
| All | +109.0% | +102.3% | +6.6% | +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