+308.3%
SPGI vs TPR
+321.0%
-12.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.1% | -2.3% | +2.4% | +0.6% |
| 30D | +8.4% | -23.0% | +31.4% | +13.7% |
| 3M | +11.8% | -12.5% | +24.3% | +14.0% |
| 6M | +5.7% | -21.4% | +27.1% | +9.6% |
| YTD | -9.7% | -3.5% | -6.2% | -10.7% |
| 1Y | -12.5% | +17.4% | -29.8% | -17.6% |
| 3Y | +21.8% | +291.3% | -269.4% | -15.3% |
| 5Y | +8.2% | +241.9% | -233.7% | -24.8% |
| All | +308.3% | +321.0% | -12.7% | +138.2% |
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