+2,089.7%
SPGI vs TCOM
+2,899.8%
-810.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -0.9% | +7.4% | -8.3% | -2.1% |
| 30D | +15.5% | +13.2% | +2.3% | +13.1% |
| 3M | +15.7% | -4.6% | +20.2% | +16.4% |
| 6M | +19.1% | -16.4% | +35.5% | +22.3% |
| YTD | -4.1% | -38.8% | +34.7% | +3.3% |
| 1Y | +1.2% | -37.3% | +38.5% | +8.5% |
| 3Y | +31.6% | +31.4% | +0.2% | +20.2% |
| 5Y | +12.4% | +45.5% | -33.1% | -4.7% |
| 10Y | +334.3% | +4.6% | +329.6% | +267.9% |
| All | +2,089.7% | +2,899.8% | -810.1% | +935.9% |
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