+3,432.8%
SPGI vs TNA
+781.2%
+2,651.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +1.2% | +3.7% | -2.5% | +0.2% |
| 30D | +15.9% | +4.4% | +11.5% | +14.1% |
| 3M | +12.3% | -26.7% | +39.0% | +20.0% |
| 6M | +23.7% | -12.8% | +36.5% | +25.2% |
| YTD | -3.5% | +22.7% | -26.2% | -11.7% |
| 1Y | +0.4% | +35.7% | -35.2% | -10.8% |
| 3Y | +29.9% | +134.6% | -104.7% | -10.1% |
| 5Y | +15.2% | -46.0% | +61.2% | +5.2% |
| 10Y | +337.2% | +38.0% | +299.1% | +132.6% |
| All | +3,432.8% | +781.2% | +2,651.6% | +508.3% |
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