+2,108.4%
SPGI vs TCOM
+2,870.5%
-762.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.5% |
| 7D | -1.4% | +2.2% | -3.5% | -1.7% |
| 30D | +15.3% | +12.5% | +2.8% | +12.9% |
| 3M | +16.5% | -5.6% | +22.1% | +17.5% |
| 6M | +19.8% | -16.5% | +36.3% | +23.1% |
| YTD | -3.2% | -39.4% | +36.1% | +4.4% |
| 1Y | +1.8% | -41.0% | +42.8% | +10.3% |
| 3Y | +30.6% | +29.2% | +1.4% | +19.6% |
| 5Y | +16.0% | +41.6% | -25.6% | -1.2% |
| 10Y | +338.6% | +6.6% | +332.0% | +270.2% |
| All | +2,108.4% | +2,870.5% | -762.1% | +946.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling