+343.3%
SPGI vs TD
+300.0%
+43.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | +1.1% | +0.1% | +0.6% |
| 30D | +15.9% | +5.2% | +10.7% | +12.8% |
| 3M | +12.3% | +1.2% | +11.1% | +11.2% |
| 6M | +23.7% | +17.7% | +5.9% | +12.2% |
| YTD | -3.5% | +34.2% | -37.8% | -19.1% |
| 1Y | +0.4% | +55.4% | -55.0% | -22.7% |
| 3Y | +29.9% | +130.4% | -100.5% | -21.8% |
| 5Y | +15.2% | +101.8% | -86.6% | -26.1% |
| All | +343.3% | +300.0% | +43.3% | +75.3% |
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