+1,961.5%
SPGI vs TCOM
+2,694.8%
-733.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | +0.1% | -9.5% | +9.7% | +1.8% |
| 30D | +8.4% | -10.7% | +19.1% | +10.4% |
| 3M | +11.8% | -14.6% | +26.5% | +14.5% |
| 6M | +5.7% | -19.3% | +25.0% | +9.2% |
| YTD | -9.7% | -42.9% | +33.3% | -1.5% |
| 1Y | -12.5% | -43.8% | +31.3% | -4.4% |
| 3Y | +21.8% | +2.1% | +19.7% | +16.1% |
| 5Y | +8.2% | +31.2% | -23.0% | -6.8% |
| 10Y | +309.5% | -13.9% | +323.4% | +259.1% |
| All | +1,961.5% | +2,694.8% | -733.2% | +887.6% |
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