+5,805.1%
SPG vs TRMB
+3,187.7%
+2,617.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +4.9% | -16.7% | +21.6% | +8.2% |
| 30D | +15.6% | -9.9% | +25.5% | +17.4% |
| 3M | +4.1% | -7.6% | +11.7% | +5.0% |
| 6M | +13.6% | -14.7% | +28.3% | +16.2% |
| YTD | +27.5% | -30.9% | +58.5% | +35.4% |
| 1Y | +32.2% | -31.3% | +63.6% | +40.4% |
| 3Y | +126.0% | +29.4% | +96.6% | +110.5% |
| 5Y | +74.7% | -37.4% | +112.1% | +85.0% |
| 10Y | +112.8% | +109.2% | +3.7% | +83.8% |
| All | +5,805.1% | +3,187.7% | +2,617.4% | +3,865.2% |
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