+296.4%
SPGI vs TD
+295.5%
+0.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.4% | -1.9% |
| 7D | -3.1% | -1.9% | -1.2% | -2.0% |
| 30D | +2.0% | -1.6% | +3.6% | +2.8% |
| 3M | +4.3% | +4.6% | -0.3% | +1.3% |
| 6M | -0.2% | +26.8% | -27.1% | -13.4% |
| YTD | -14.8% | +28.3% | -43.1% | -26.7% |
| 1Y | -18.5% | +60.4% | -79.0% | -38.5% |
| 3Y | +16.0% | +125.7% | -109.8% | -29.4% |
| 5Y | +2.2% | +122.4% | -120.2% | -38.6% |
| 10Y | +296.4% | +297.1% | -0.7% | +60.2% |
| All | +296.4% | +295.5% | +0.9% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling