+19.0%
SPGI vs TCOM
+13.4%
+5.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.1% |
| 7D | -2.5% | -7.6% | +5.1% | -1.8% |
| 30D | +5.4% | -12.2% | +17.6% | +6.7% |
| 3M | +9.0% | -14.2% | +23.3% | +10.4% |
| 6M | +0.8% | -25.0% | +25.8% | +3.2% |
| YTD | -12.6% | -43.7% | +31.1% | -8.6% |
| 1Y | -16.1% | -44.5% | +28.4% | -12.3% |
| 3Y | +19.0% | +13.4% | +5.6% | +18.7% |
| All | +19.0% | +13.4% | +5.6% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling