+19.0%
SPGI vs TRI
-17.7%
+36.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -0.9% |
| 7D | -2.5% | -7.1% | +4.6% | +0.1% |
| 30D | +5.4% | -2.3% | +7.7% | +6.1% |
| 3M | +9.0% | +19.6% | -10.5% | +0.6% |
| 6M | +0.8% | -8.7% | +9.5% | +2.2% |
| YTD | -12.6% | -22.3% | +9.7% | -5.1% |
| 1Y | -16.1% | -40.7% | +24.5% | +1.3% |
| 3Y | +19.0% | -17.8% | +36.7% | +15.6% |
| All | +19.0% | -17.7% | +36.7% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling