+35.2%
SPGI vs TLN
+733.8%
-698.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.5% |
| 7D | -0.8% | +22.3% | -23.1% | -1.5% |
| 30D | +14.3% | +1.2% | +13.1% | +14.2% |
| 3M | +14.5% | +5.9% | +8.6% | +14.1% |
| 6M | +17.3% | +3.2% | +14.1% | +16.6% |
| YTD | -4.6% | +3.2% | -7.7% | -5.5% |
| 1Y | +0.8% | +5.2% | -4.4% | -0.4% |
| 3Y | +28.8% | +606.3% | -577.5% | +2.9% |
| All | +35.2% | +733.8% | -698.6% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling