+30.1%
SPGI vs TRU
+57.9%
-27.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.9% |
| 7D | +1.6% | +4.6% | -3.0% | 0.0% |
| 30D | +16.1% | +25.4% | -9.4% | +6.9% |
| 3M | +15.5% | +4.0% | +11.5% | +13.4% |
| 6M | +19.6% | +14.5% | +5.2% | +13.1% |
| YTD | -3.6% | -3.7% | +0.1% | -4.2% |
| 1Y | +2.2% | +2.8% | -0.5% | -0.4% |
| 3Y | +30.1% | +58.5% | -28.4% | +13.8% |
| All | +30.1% | +57.9% | -27.7% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling