+19.0%
SPGI vs TNA
+117.1%
-98.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.0% |
| 7D | -2.5% | +4.1% | -6.5% | -3.0% |
| 30D | +5.4% | -7.6% | +13.0% | +6.4% |
| 3M | +9.0% | +8.1% | +1.0% | +7.3% |
| 6M | +0.8% | +49.0% | -48.2% | -6.4% |
| YTD | -12.6% | +51.7% | -64.3% | -19.3% |
| 1Y | -16.1% | +59.6% | -75.7% | -23.9% |
| 3Y | +19.0% | +118.9% | -99.9% | -4.6% |
| All | +19.0% | +117.1% | -98.1% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling