+2.5%
SPGI vs TDG
+125.6%
-123.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.9% |
| 7D | -3.1% | -2.4% | -0.7% | -2.1% |
| 30D | +2.0% | -8.0% | +10.0% | +5.4% |
| 3M | +4.3% | -10.5% | +14.8% | +8.6% |
| 6M | -0.2% | -11.9% | +11.7% | +4.0% |
| YTD | -14.8% | -15.4% | +0.6% | -9.5% |
| 1Y | -18.5% | -14.2% | -4.3% | -14.3% |
| 3Y | +16.0% | +51.0% | -35.1% | -9.4% |
| All | +2.5% | +125.6% | -123.2% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 5y: compounded portfolio wealth divided by compounded TDG 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…
5y analysis · Full analysis span regression · 6 months rolling