+14,276.9%
SPGI vs TRMB
+3,381.2%
+10,895.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.4% |
| 7D | +0.1% | -2.5% | +2.7% | +0.5% |
| 30D | +8.4% | +1.5% | +6.9% | +8.1% |
| 3M | +11.8% | +6.8% | +5.1% | +10.6% |
| 6M | +5.7% | -14.9% | +20.7% | +8.2% |
| YTD | -9.7% | -24.1% | +14.4% | -5.9% |
| 1Y | -12.5% | -25.4% | +12.9% | -8.8% |
| 3Y | +21.8% | +8.0% | +13.8% | +18.9% |
| 5Y | +8.2% | -37.3% | +45.5% | +13.8% |
| 10Y | +309.5% | +116.8% | +192.7% | +258.9% |
| All | +14,276.9% | +3,381.2% | +10,895.8% | +9,561.4% |
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