+78.0%
SPG vs TRMB
-38.3%
+116.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +4.9% | -16.7% | +21.6% | +10.5% |
| 30D | +15.6% | -9.9% | +25.5% | +18.3% |
| 3M | +4.1% | -7.6% | +11.7% | +5.3% |
| 6M | +13.6% | -14.7% | +28.3% | +17.8% |
| YTD | +27.5% | -30.9% | +58.5% | +42.2% |
| 1Y | +32.2% | -31.3% | +63.6% | +47.3% |
| 3Y | +126.0% | +29.4% | +96.6% | +88.3% |
| All | +78.0% | -38.3% | +116.3% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling