+2,453.6%
SPGI vs TRI
+584.3%
+1,869.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +1.2% | -2.9% | +4.1% | +2.8% |
| 30D | +15.9% | +3.7% | +12.2% | +12.7% |
| 3M | +12.3% | +3.7% | +8.6% | +8.2% |
| 6M | +23.7% | +35.1% | -11.4% | -0.3% |
| YTD | -3.5% | -14.0% | +10.5% | -1.0% |
| 1Y | +0.4% | -19.0% | +19.4% | +6.6% |
| 3Y | +29.9% | -12.0% | +41.9% | +27.3% |
| 5Y | +15.2% | +0.6% | +14.5% | +3.8% |
| 10Y | +337.2% | +225.4% | +111.7% | +95.1% |
| All | +2,453.6% | +584.3% | +1,869.3% | +556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling