+2,659.5%
SPGI vs TDY
+7,529.4%
-4,869.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +1.2% | +4.1% | -2.8% | +0.1% |
| 30D | +15.9% | +5.7% | +10.2% | +13.9% |
| 3M | +12.3% | -4.4% | +16.7% | +13.4% |
| 6M | +23.7% | +1.2% | +22.5% | +22.3% |
| YTD | -3.5% | +26.0% | -29.6% | -10.9% |
| 1Y | +0.4% | +27.4% | -27.0% | -7.5% |
| 3Y | +29.9% | +67.5% | -37.6% | +9.9% |
| 5Y | +15.2% | +44.9% | -29.7% | +1.3% |
| 10Y | +337.2% | +440.9% | -103.8% | +172.6% |
| All | +2,659.5% | +7,529.4% | -4,869.9% | +1,280.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling