+83.4%
SPGI vs TE
-80.5%
+163.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.2% |
| 7D | +1.2% | -19.1% | +20.3% | +1.9% |
| 30D | +15.9% | -34.1% | +50.1% | +17.2% |
| 3M | +12.3% | -60.1% | +72.4% | +15.3% |
| 6M | +23.7% | -66.0% | +89.6% | +25.8% |
| YTD | -3.5% | -71.4% | +67.9% | -2.3% |
| 1Y | +0.4% | -45.3% | +45.7% | -1.9% |
| 3Y | +29.9% | +9.1% | +20.8% | +13.8% |
| 5Y | +15.2% | -82.6% | +97.8% | +14.3% |
| All | +83.4% | -80.5% | +163.8% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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