+2,657.6%
SPGI vs TKO
+1,439.7%
+1,217.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.0% | -8.2% | -4.1% |
| 7D | -2.5% | +7.2% | -9.6% | -3.8% |
| 30D | +5.4% | +4.7% | +0.7% | +4.4% |
| 3M | +9.0% | -3.2% | +12.3% | +9.3% |
| 6M | +0.8% | -2.9% | +3.6% | +0.8% |
| YTD | -12.6% | -5.8% | -6.8% | -12.3% |
| 1Y | -16.1% | -1.1% | -15.1% | -16.8% |
| 3Y | +19.0% | +111.1% | -92.1% | +1.0% |
| 5Y | +5.1% | +315.6% | -310.5% | -22.6% |
| 10Y | +295.5% | +978.5% | -683.0% | +130.7% |
| All | +2,657.6% | +1,439.7% | +1,217.8% | +1,009.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling