-20.5%
SPGI vs TKO
-1.0%
-19.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -7.4% | +2.3% | -9.7% | -7.5% |
| 30D | +0.4% | -2.5% | +2.8% | +0.6% |
| 3M | +5.3% | -10.6% | +15.9% | +6.0% |
| 6M | +1.7% | -5.1% | +6.7% | +1.6% |
| YTD | -16.4% | -8.2% | -8.1% | -16.2% |
| 1Y | -20.5% | -4.4% | -16.1% | -21.7% |
| All | -20.5% | -1.0% | -19.5% | -21.7% |
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