+439.8%
SPGI vs TRU
+247.6%
+192.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.0% |
| 7D | +1.6% | +4.6% | -3.0% | -0.4% |
| 30D | +16.1% | +25.4% | -9.4% | +4.8% |
| 3M | +15.5% | +4.0% | +11.5% | +12.7% |
| 6M | +19.6% | +14.5% | +5.2% | +11.4% |
| YTD | -3.6% | -3.7% | +0.1% | -3.9% |
| 1Y | +2.2% | +2.8% | -0.5% | -1.1% |
| 3Y | +30.1% | +58.5% | -28.4% | -3.3% |
| 5Y | +14.9% | -25.0% | +40.0% | +17.3% |
| 10Y | +334.0% | +186.0% | +148.0% | +153.1% |
| All | +439.8% | +247.6% | +192.2% | +201.1% |
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 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