+338.6%
SPGI vs TRU
+186.2%
+152.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -1.4% | 0.0% | -1.3% | -1.4% |
| 30D | +15.3% | +24.3% | -9.0% | +4.4% |
| 3M | +16.5% | +2.3% | +14.2% | +14.5% |
| 6M | +19.8% | +17.7% | +2.2% | +10.1% |
| YTD | -3.2% | -3.8% | +0.5% | -3.5% |
| 1Y | +1.8% | -0.3% | +2.1% | -0.2% |
| 3Y | +30.6% | +58.4% | -27.8% | -3.7% |
| 5Y | +16.0% | -24.0% | +40.0% | +18.2% |
| 10Y | +338.6% | +187.9% | +150.6% | +199.3% |
| All | +338.6% | +186.2% | +152.4% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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