+2.2%
SPGI vs TRU
-36.4%
+38.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.3% |
| 7D | -3.1% | -6.5% | +3.4% | -0.6% |
| 30D | +2.0% | -2.5% | +4.5% | +3.0% |
| 3M | +4.3% | +10.4% | -6.0% | +0.1% |
| 6M | -0.2% | +1.6% | -1.9% | -1.6% |
| YTD | -14.8% | -9.7% | -5.1% | -12.5% |
| 1Y | -18.5% | -17.3% | -1.3% | -14.1% |
| 3Y | +16.0% | -1.8% | +17.8% | +9.9% |
| 5Y | +2.2% | -36.2% | +38.4% | +16.0% |
| All | +2.2% | -36.4% | +38.6% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling