+405.8%
SPGI vs TRU
+238.0%
+167.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.4% | +1.0% |
| 7D | +0.1% | -6.8% | +6.9% | +3.2% |
| 30D | +8.4% | 0.0% | +8.4% | +8.3% |
| 3M | +11.8% | +13.3% | -1.5% | +5.4% |
| 6M | +5.7% | +3.4% | +2.3% | +3.2% |
| YTD | -9.7% | -6.4% | -3.3% | -8.3% |
| 1Y | -12.5% | -9.7% | -2.8% | -10.4% |
| 3Y | +21.8% | +0.1% | +21.7% | +11.2% |
| 5Y | +8.2% | -34.0% | +42.2% | +18.0% |
| 10Y | +309.5% | +147.9% | +161.6% | +154.2% |
| All | +405.8% | +238.0% | +167.8% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling