+2.2%
SPGI vs TKO
+306.8%
-304.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.2% |
| 7D | -3.1% | +0.7% | -3.8% | -3.2% |
| 30D | +2.0% | +0.9% | +1.2% | +1.8% |
| 3M | +4.3% | -6.2% | +10.5% | +5.1% |
| 6M | -0.2% | -5.6% | +5.4% | +0.3% |
| YTD | -14.8% | -7.8% | -6.9% | -14.2% |
| 1Y | -18.5% | -1.2% | -17.3% | -19.2% |
| 3Y | +16.0% | +106.5% | -90.6% | +0.5% |
| 5Y | +2.2% | +310.4% | -308.2% | -28.1% |
| All | +2.2% | +306.8% | -304.6% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling