+2.9%
SPGI vs TRV
+54.4%
-51.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.1% | +2.5% |
| 7D | +7.2% | +3.9% | +3.3% | +6.2% |
| 30D | +23.2% | +13.5% | +9.8% | +20.1% |
| 3M | +17.0% | +8.9% | +8.1% | +14.7% |
| 6M | +20.4% | +36.8% | -16.3% | +13.4% |
| YTD | -1.9% | +42.7% | -44.6% | -7.9% |
| 1Y | +2.9% | +49.9% | -47.0% | -5.3% |
| All | +2.9% | +54.4% | -51.5% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling