+338.6%
SPGI vs TMF
-81.8%
+420.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -1.3% |
| 7D | -0.8% | -8.2% | +7.3% | -0.7% |
| 30D | +14.3% | +5.3% | +8.9% | +14.2% |
| 3M | +14.5% | -8.5% | +23.0% | +14.6% |
| 6M | +17.3% | -17.2% | +34.5% | +17.6% |
| YTD | -4.6% | -23.4% | +18.8% | -4.2% |
| 1Y | +0.8% | -30.2% | +31.0% | +1.2% |
| 3Y | +28.8% | -32.9% | +61.7% | +29.5% |
| 5Y | +14.0% | -88.5% | +102.5% | +3.3% |
| All | +338.6% | -81.8% | +420.4% | +344.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling