+338.6%
SPGI vs TRMB
+103.0%
+235.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | -0.8% | +4.1% | -4.9% | -2.4% |
| 30D | +14.3% | -7.0% | +21.3% | +16.1% |
| 3M | +14.5% | -0.9% | +15.4% | +13.3% |
| 6M | +17.3% | -1.2% | +18.5% | +15.7% |
| YTD | -4.6% | -28.7% | +24.2% | +6.7% |
| 1Y | +0.8% | -32.1% | +32.8% | +14.5% |
| 3Y | +28.8% | +33.4% | -4.6% | +7.2% |
| 5Y | +14.0% | -35.6% | +49.6% | +25.3% |
| All | +338.6% | +103.0% | +235.6% | +200.9% |
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