+282.9%
SPGI vs TDY
+479.2%
-196.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.5% |
| 7D | -7.4% | -1.1% | -6.3% | -6.9% |
| 30D | +0.4% | -12.0% | +12.4% | +6.3% |
| 3M | +5.3% | -3.2% | +8.5% | +6.2% |
| 6M | +1.7% | -7.9% | +9.5% | +4.4% |
| YTD | -16.4% | +18.2% | -34.6% | -24.7% |
| 1Y | -20.5% | +6.7% | -27.2% | -25.0% |
| 3Y | +14.2% | +47.5% | -33.3% | -10.1% |
| 5Y | +0.6% | +39.5% | -38.9% | -19.5% |
| All | +282.9% | +479.2% | -196.4% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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