+331.8%
SPGI vs TPR
+383.4%
-51.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +0.3% | +14.2% | -13.9% | -2.5% |
| 30D | +18.4% | +17.1% | +1.3% | +14.5% |
| 3M | +15.7% | -17.7% | +33.4% | +19.5% |
| 6M | +17.3% | -10.2% | +27.4% | +18.4% |
| YTD | -4.7% | +4.9% | -9.6% | -7.6% |
| 1Y | +1.8% | +36.1% | -34.3% | -6.9% |
| 3Y | +31.7% | +416.5% | -384.8% | -13.9% |
| 5Y | +12.1% | +254.8% | -242.7% | -22.5% |
| All | +331.8% | +383.4% | -51.6% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling