+3,444.2%
SPGI vs TNA
+836.4%
+2,607.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.3% |
| 7D | -1.4% | -2.1% | +0.8% | -1.2% |
| 30D | +15.3% | +3.1% | +12.2% | +13.8% |
| 3M | +16.5% | -20.2% | +36.7% | +22.0% |
| 6M | +19.8% | -10.0% | +29.8% | +20.4% |
| YTD | -3.2% | +30.3% | -33.6% | -12.7% |
| 1Y | +1.8% | +31.1% | -29.3% | -8.9% |
| 3Y | +30.6% | +149.4% | -118.8% | -10.9% |
| 5Y | +16.0% | -42.5% | +58.5% | +4.4% |
| 10Y | +338.6% | +46.7% | +291.9% | +130.0% |
| All | +3,444.2% | +836.4% | +2,607.8% | +501.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling