+30.1%
SPGI vs TMF
-30.8%
+60.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.0% |
| 7D | +1.6% | -1.1% | +2.6% | +1.7% |
| 30D | +16.1% | +11.8% | +4.3% | +14.5% |
| 3M | +15.5% | -4.0% | +19.5% | +15.9% |
| 6M | +19.6% | -16.5% | +36.2% | +21.8% |
| YTD | -3.6% | -19.9% | +16.3% | -1.5% |
| 1Y | +2.2% | -25.6% | +27.8% | +5.3% |
| 3Y | +30.1% | -29.9% | +60.0% | +32.8% |
| All | +30.1% | -30.8% | +60.9% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling