+295.5%
SPGI vs TFC
+100.2%
+195.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.5% |
| 7D | -2.5% | +2.2% | -4.7% | -3.2% |
| 30D | +5.4% | -2.5% | +7.9% | +6.3% |
| 3M | +9.0% | +4.5% | +4.5% | +7.1% |
| 6M | +0.8% | +11.0% | -10.2% | -3.3% |
| YTD | -12.6% | +5.9% | -18.5% | -15.0% |
| 1Y | -16.1% | +14.6% | -30.7% | -20.9% |
| 3Y | +19.0% | +96.7% | -77.7% | -9.6% |
| 5Y | +5.1% | +15.6% | -10.5% | -6.2% |
| 10Y | +295.5% | +98.6% | +196.8% | +156.4% |
| All | +295.5% | +100.2% | +195.2% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TFC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling