-18.9%
SPGI vs TNA
+50.2%
-69.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.8% |
| 7D | -8.9% | -7.6% | -1.3% | -8.7% |
| 30D | +0.6% | -13.6% | +14.3% | +1.1% |
| 3M | +2.0% | +2.8% | -0.9% | +1.6% |
| 6M | +0.1% | +34.5% | -34.4% | -2.9% |
| YTD | -16.4% | +41.0% | -57.4% | -18.5% |
| 1Y | -18.9% | +52.0% | -70.9% | -19.8% |
| All | -18.9% | +50.2% | -69.1% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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