+22.0%
SPGI vs TFC
+103.0%
-81.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | +0.1% | +2.4% | -2.3% | -0.6% |
| 30D | +8.4% | -1.3% | +9.7% | +8.8% |
| 3M | +11.8% | +6.1% | +5.8% | +9.6% |
| 6M | +5.7% | +7.3% | -1.6% | +3.0% |
| YTD | -9.7% | +8.2% | -17.9% | -12.7% |
| 1Y | -12.5% | +14.4% | -26.9% | -17.1% |
| All | +22.0% | +103.0% | -81.0% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling