+5.1%
SPGI vs TRMB
-37.5%
+42.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | -2.5% | -0.3% | -2.2% | -2.3% |
| 30D | +5.4% | -1.2% | +6.6% | +5.8% |
| 3M | +9.0% | +9.6% | -0.6% | +4.9% |
| 6M | +0.8% | -16.1% | +16.9% | +7.0% |
| YTD | -12.6% | -25.0% | +12.4% | -3.4% |
| 1Y | -16.1% | -27.7% | +11.6% | -6.6% |
| 3Y | +19.0% | +15.3% | +3.7% | +5.9% |
| 5Y | +5.1% | -37.4% | +42.5% | +23.6% |
| All | +5.1% | -37.5% | +42.6% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling