+19.0%
SPGI vs TE
-20.2%
+39.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.0% | -13.2% | -3.3% |
| 7D | -2.5% | +18.2% | -20.7% | -2.7% |
| 30D | +5.4% | -13.5% | +18.9% | +5.6% |
| 3M | +9.0% | -44.6% | +53.6% | +9.6% |
| 6M | +0.8% | -24.7% | +25.5% | +0.2% |
| YTD | -12.6% | -24.3% | +11.7% | -13.3% |
| 1Y | -16.1% | +155.6% | -171.7% | -20.0% |
| 3Y | +19.0% | -18.3% | +37.2% | +27.0% |
| All | +19.0% | -20.2% | +39.2% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling