+296.4%
SPGI vs TRMB
+113.5%
+182.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.2% | -1.6% |
| 7D | -3.1% | -2.9% | -0.2% | -1.9% |
| 30D | +2.0% | -1.8% | +3.8% | +2.7% |
| 3M | +4.3% | +8.4% | -4.1% | +0.7% |
| 6M | -0.2% | -18.5% | +18.3% | +7.4% |
| YTD | -14.8% | -26.7% | +11.9% | -4.5% |
| 1Y | -18.5% | -28.3% | +9.8% | -8.5% |
| 3Y | +16.0% | +12.6% | +3.4% | +4.7% |
| 5Y | +2.2% | -38.7% | +40.9% | +16.1% |
| 10Y | +296.4% | +120.8% | +175.7% | +152.0% |
| All | +296.4% | +113.5% | +182.9% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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