+334.3%
SPGI vs TFC
+90.1%
+244.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | 0.0% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +15.5% | +9.2% | +6.4% | +12.1% |
| 3M | +15.7% | -2.9% | +18.6% | +16.8% |
| 6M | +19.1% | +3.5% | +15.6% | +17.2% |
| YTD | -4.1% | +5.4% | -9.5% | -6.6% |
| 1Y | +1.2% | +17.3% | -16.1% | -5.2% |
| 3Y | +31.6% | +96.7% | -65.1% | +0.2% |
| 5Y | +12.4% | -1.1% | +13.5% | +6.9% |
| 10Y | +334.3% | +84.7% | +249.6% | +199.8% |
| All | +334.3% | +90.1% | +244.2% | +199.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling