+2,167.1%
SPGI vs TMF
-68.9%
+2,235.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.5% |
| 7D | +0.1% | -1.4% | +1.6% | 0.0% |
| 30D | +8.4% | -2.8% | +11.2% | +8.2% |
| 3M | +11.8% | -10.9% | +22.7% | +10.9% |
| 6M | +5.7% | -21.3% | +27.0% | +3.8% |
| YTD | -9.7% | -15.9% | +6.2% | -10.8% |
| 1Y | -12.5% | -15.7% | +3.3% | -13.5% |
| 3Y | +21.8% | -43.4% | +65.2% | +17.2% |
| 5Y | +8.2% | -87.8% | +95.9% | -14.3% |
| 10Y | +309.5% | -86.7% | +396.3% | +254.0% |
| All | +2,167.1% | -68.9% | +2,235.9% | +2,414.5% |
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 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