+36.0%
SPGI vs TLN
+683.0%
-647.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.2% | -6.5% | +0.5% |
| 7D | -0.9% | +9.1% | -9.9% | -1.2% |
| 30D | +15.5% | -4.1% | +19.6% | +15.6% |
| 3M | +15.7% | +4.4% | +11.2% | +15.2% |
| 6M | +19.1% | -6.0% | +25.1% | +18.9% |
| YTD | -4.1% | -3.1% | -0.9% | -4.7% |
| 1Y | +1.2% | -6.1% | +7.3% | +0.6% |
| 3Y | +31.6% | +575.3% | -543.8% | +5.2% |
| All | +36.0% | +683.0% | -647.1% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling