+7,640.5%
SPGI vs TD
+7,879.0%
-238.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.9% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +8.4% | +0.4% | +8.0% | +8.0% |
| 3M | +11.8% | +7.6% | +4.2% | +7.6% |
| 6M | +5.7% | +25.0% | -19.3% | -5.5% |
| YTD | -9.7% | +31.0% | -40.7% | -21.2% |
| 1Y | -12.5% | +65.2% | -77.6% | -31.7% |
| 3Y | +21.8% | +122.5% | -100.7% | -18.4% |
| 5Y | +8.2% | +124.8% | -116.6% | -28.7% |
| 10Y | +309.5% | +298.2% | +11.3% | +103.2% |
| All | +7,640.5% | +7,879.0% | -238.5% | +1,632.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling