+12.4%
SPGI vs TCOM
+42.6%
-30.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -0.9% | +7.4% | -8.3% | -1.6% |
| 30D | +15.5% | +13.2% | +2.3% | +14.0% |
| 3M | +15.7% | -4.6% | +20.2% | +16.1% |
| 6M | +19.1% | -16.4% | +35.5% | +21.0% |
| YTD | -4.1% | -38.8% | +34.7% | +0.2% |
| 1Y | +1.2% | -37.3% | +38.5% | +5.5% |
| 3Y | +31.6% | +31.4% | +0.2% | +24.5% |
| 5Y | +12.4% | +45.5% | -33.1% | +2.8% |
| All | +12.4% | +42.6% | -30.2% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling