+5,256.9%
SPG vs TRMB
+3,513.4%
+1,743.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.8% |
| 7D | -2.4% | -2.5% | +0.1% | -1.9% |
| 30D | -6.8% | +1.5% | -8.4% | -7.2% |
| 3M | +2.7% | +6.8% | -4.1% | +1.1% |
| 6M | +5.5% | -14.9% | +20.4% | +8.3% |
| YTD | +15.7% | -24.1% | +39.8% | +21.3% |
| 1Y | +20.9% | -25.4% | +46.3% | +26.9% |
| 3Y | +112.4% | +8.0% | +104.4% | +105.2% |
| 5Y | +101.4% | -37.3% | +138.7% | +114.0% |
| 10Y | +60.6% | +116.8% | -56.2% | +38.0% |
| All | +5,256.9% | +3,513.4% | +1,743.5% | +3,450.6% |
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