+71.7%
SPGI vs TE
-53.0%
+124.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | +0.1% | -4.0% | +4.1% | +0.3% |
| 30D | +8.4% | -15.9% | +24.3% | +8.9% |
| 3M | +11.8% | -60.5% | +72.4% | +14.8% |
| 6M | +5.7% | -35.2% | +40.9% | +5.4% |
| YTD | -9.7% | -31.1% | +21.5% | -10.8% |
| 1Y | -12.5% | +148.6% | -161.1% | -20.4% |
| 3Y | +21.8% | -26.4% | +48.2% | +16.5% |
| 5Y | +8.2% | -48.0% | +56.2% | +3.9% |
| All | +71.7% | -53.0% | +124.7% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling