+5,968.7%
SPG vs TRMB
+3,331.7%
+2,637.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.5% |
| 7D | +2.7% | +4.1% | -1.4% | +1.9% |
| 30D | +16.6% | -5.1% | +21.6% | +17.1% |
| 3M | +8.1% | -2.6% | +10.7% | +7.9% |
| 6M | +19.3% | -2.7% | +22.0% | +18.9% |
| YTD | +31.1% | -27.9% | +59.0% | +38.0% |
| 1Y | +32.8% | -29.0% | +61.8% | +40.1% |
| 3Y | +135.8% | +35.0% | +100.8% | +117.8% |
| 5Y | +85.1% | -33.9% | +119.0% | +93.9% |
| 10Y | +115.9% | +106.1% | +9.8% | +86.4% |
| All | +5,968.7% | +3,331.7% | +2,637.0% | +3,940.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling