+29.9%
SPGI vs TKO
+154.2%
-124.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +1.2% | +2.3% | -1.1% | +0.8% |
| 30D | +15.9% | +13.4% | +2.5% | +13.6% |
| 3M | +12.3% | -1.7% | +14.0% | +12.4% |
| 6M | +23.7% | +7.2% | +16.5% | +21.7% |
| YTD | -3.5% | -5.4% | +1.8% | -3.4% |
| 1Y | +0.4% | +8.7% | -8.3% | -2.3% |
| 3Y | +29.9% | +150.4% | -120.5% | +15.1% |
| All | +29.9% | +154.2% | -124.3% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling