+0.5%
SPGI vs TDY
+34.3%
-33.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -8.9% | -1.9% | -7.0% | -8.2% |
| 30D | +0.6% | -12.5% | +13.2% | +6.0% |
| 3M | +2.0% | -0.8% | +2.8% | +1.5% |
| 6M | +0.1% | -9.0% | +9.1% | +3.0% |
| YTD | -16.4% | +16.8% | -33.2% | -24.5% |
| 1Y | -18.9% | +9.5% | -28.4% | -24.7% |
| 3Y | +13.8% | +45.4% | -31.7% | -10.7% |
| 5Y | +0.5% | +37.8% | -37.3% | -21.5% |
| All | +0.5% | +34.3% | -33.8% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling