+15.9%
SPGI vs TEM
+90.1%
-74.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.0% | -9.0% | -1.4% |
| 7D | +0.3% | +5.3% | -5.0% | -0.1% |
| 30D | +18.4% | +8.1% | +10.3% | +17.6% |
| 3M | +15.7% | +64.9% | -49.2% | +11.3% |
| 6M | +17.3% | +42.1% | -24.9% | +13.4% |
| YTD | -4.7% | +28.8% | -33.5% | -7.6% |
| 1Y | +1.8% | +5.5% | -3.7% | -0.3% |
| All | +15.9% | +90.1% | -74.3% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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