+2.9%
SPGI vs TMF
-23.9%
+26.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +3.0% |
| 7D | +7.2% | +4.0% | +3.2% | +6.6% |
| 30D | +23.2% | +19.5% | +3.8% | +20.6% |
| 3M | +17.0% | -3.5% | +20.6% | +16.5% |
| 6M | +20.4% | -10.6% | +31.0% | +19.9% |
| YTD | -1.9% | -17.1% | +15.2% | -1.2% |
| 1Y | +2.9% | -24.3% | +27.2% | +3.5% |
| All | +2.9% | -23.9% | +26.8% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling