+282.9%
SPGI vs TRI
+196.2%
+86.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.8% |
| 7D | -7.4% | -7.9% | +0.5% | -3.3% |
| 30D | +0.4% | -4.5% | +4.9% | +2.5% |
| 3M | +5.3% | +22.1% | -16.8% | -7.9% |
| 6M | +1.7% | -2.8% | +4.4% | -0.2% |
| YTD | -16.4% | -23.4% | +7.1% | -6.0% |
| 1Y | -20.5% | -41.5% | +21.0% | +5.8% |
| 3Y | +14.2% | -19.2% | +33.4% | +17.2% |
| 5Y | +0.6% | -9.4% | +10.0% | -6.1% |
| All | +282.9% | +196.2% | +86.6% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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