+15,171.0%
SPGI vs TRMB
+3,100.8%
+12,070.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -0.9% | -17.0% | +16.1% | +1.7% |
| 30D | +15.5% | -9.0% | +24.5% | +16.8% |
| 3M | +15.7% | -8.1% | +23.8% | +16.7% |
| 6M | +19.1% | -10.1% | +29.1% | +20.4% |
| YTD | -4.1% | -30.2% | +26.2% | +0.8% |
| 1Y | +1.2% | -30.7% | +31.9% | +6.3% |
| 3Y | +31.6% | +32.6% | -1.0% | +24.3% |
| 5Y | +12.4% | -38.1% | +50.6% | +18.2% |
| 10Y | +334.3% | +98.9% | +235.4% | +284.3% |
| All | +15,171.0% | +3,100.8% | +12,070.2% | +10,255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling