+282.6%
SPGI vs TCOM
-10.5%
+293.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | -8.9% | -6.5% | -2.4% | -8.0% |
| 30D | +0.6% | -16.2% | +16.9% | +3.3% |
| 3M | +2.0% | -19.3% | +21.3% | +5.0% |
| 6M | +0.1% | -27.2% | +27.3% | +4.6% |
| YTD | -16.4% | -46.2% | +29.8% | -9.0% |
| 1Y | -18.9% | -46.6% | +27.7% | -11.8% |
| 3Y | +13.8% | +8.4% | +5.4% | +7.5% |
| 5Y | +0.5% | +25.8% | -25.3% | -11.6% |
| All | +282.6% | -10.5% | +293.1% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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