+83.3%
SPGI vs TE
-78.8%
+162.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.1% | +0.8% |
| 7D | +1.6% | -26.9% | +28.4% | +2.5% |
| 30D | +16.1% | -38.9% | +55.0% | +17.7% |
| 3M | +15.5% | -61.0% | +76.5% | +18.6% |
| 6M | +19.6% | -66.4% | +86.0% | +21.9% |
| YTD | -3.6% | -69.0% | +65.4% | -2.6% |
| 1Y | +2.2% | -54.0% | +56.2% | +0.8% |
| 3Y | +30.1% | +38.0% | -7.9% | +12.0% |
| 5Y | +14.9% | -81.0% | +95.9% | +13.7% |
| All | +83.3% | -78.8% | +162.1% | +57.8% |
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