+19.0%
SPGI vs TD
+128.4%
-109.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | -2.5% | +0.9% | -3.3% | -2.7% |
| 30D | +5.4% | -0.7% | +6.1% | +5.5% |
| 3M | +9.0% | +6.3% | +2.8% | +6.4% |
| 6M | +0.8% | +27.9% | -27.2% | -8.5% |
| YTD | -12.6% | +29.8% | -42.4% | -21.2% |
| 1Y | -16.1% | +63.7% | -79.8% | -31.5% |
| 3Y | +19.0% | +128.3% | -109.3% | -19.7% |
| All | +19.0% | +128.4% | -109.4% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling