+2,291.2%
SPGI vs TMF
-69.2%
+2,360.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +0.3% | +1.2% | -0.9% | +0.4% |
| 30D | +18.4% | +19.7% | -1.4% | +20.1% |
| 3M | +15.7% | -2.1% | +17.8% | +15.5% |
| 6M | +17.3% | -13.4% | +30.7% | +16.0% |
| YTD | -4.7% | -16.7% | +12.0% | -6.0% |
| 1Y | +1.8% | -23.3% | +25.2% | -0.2% |
| 3Y | +31.7% | -24.8% | +56.5% | +30.5% |
| 5Y | +12.1% | -88.0% | +100.1% | -11.7% |
| 10Y | +341.9% | -84.7% | +426.7% | +292.7% |
| All | +2,291.2% | -69.2% | +2,360.4% | +2,549.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling