-12.5%
SPGI vs TKO
+1.2%
-13.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.4% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +8.4% | +1.6% | +6.8% | +8.3% |
| 3M | +11.8% | -7.8% | +19.6% | +12.3% |
| 6M | +5.7% | -13.3% | +19.0% | +6.3% |
| YTD | -9.7% | -10.3% | +0.6% | -9.3% |
| 1Y | -12.5% | -0.6% | -11.8% | -14.0% |
| All | -12.5% | +1.2% | -13.7% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling