+2,417.9%
SPGI vs TPR
+8,117.6%
-5,699.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.1% | -9.0% | -3.8% |
| 7D | +2.6% | +13.9% | -11.3% | -1.1% |
| 30D | +19.3% | +14.9% | +4.3% | +14.7% |
| 3M | +15.5% | -15.4% | +30.9% | +19.6% |
| 6M | +18.3% | -4.5% | +22.8% | +17.7% |
| YTD | -3.8% | +6.0% | -9.8% | -7.7% |
| 1Y | +1.3% | +24.3% | -23.0% | -7.4% |
| 3Y | +33.6% | +412.8% | -379.2% | -21.5% |
| 5Y | +13.2% | +258.4% | -245.3% | -29.1% |
| 10Y | +346.3% | +396.8% | -50.5% | +117.8% |
| All | +2,417.9% | +8,117.6% | -5,699.6% | +514.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling