+14,609.4%
SPGI vs TFC
+2,478.0%
+12,131.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +0.3% | +1.2% | -0.9% | -0.1% |
| 30D | +18.4% | +8.3% | +10.0% | +15.2% |
| 3M | +15.7% | -5.2% | +20.9% | +17.8% |
| 6M | +17.3% | -0.8% | +18.1% | +17.2% |
| YTD | -4.7% | +3.4% | -8.2% | -6.6% |
| 1Y | +1.8% | +17.0% | -15.2% | -4.4% |
| 3Y | +31.7% | +86.2% | -54.5% | +3.0% |
| 5Y | +12.1% | -2.3% | +14.4% | +6.1% |
| 10Y | +341.9% | +93.9% | +248.0% | +205.1% |
| All | +14,609.4% | +2,478.0% | +12,131.5% | +6,042.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling