+282.6%
SPGI vs TRU
+144.8%
+137.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -8.9% | -9.4% | +0.5% | -4.9% |
| 30D | +0.6% | -4.1% | +4.8% | +2.5% |
| 3M | +2.0% | +13.6% | -11.6% | -4.0% |
| 6M | +0.1% | +3.6% | -3.5% | -2.4% |
| YTD | -16.4% | -9.8% | -6.6% | -13.7% |
| 1Y | -18.9% | -13.6% | -5.3% | -15.3% |
| 3Y | +13.8% | -2.0% | +15.7% | +4.6% |
| 5Y | +0.5% | -35.8% | +36.3% | +11.8% |
| All | +282.6% | +144.8% | +137.8% | +167.1% |
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