+282.6%
SPGI vs TRV
+298.6%
-16.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -8.9% | -1.5% | -7.4% | -8.3% |
| 30D | +0.6% | -1.8% | +2.5% | +1.5% |
| 3M | +2.0% | +21.6% | -19.6% | -6.9% |
| 6M | +0.1% | +22.5% | -22.4% | -9.0% |
| YTD | -16.4% | +28.1% | -44.6% | -25.8% |
| 1Y | -18.9% | +37.0% | -56.0% | -30.4% |
| 3Y | +13.8% | +141.9% | -128.1% | -26.9% |
| 5Y | +0.5% | +158.5% | -158.0% | -39.1% |
| All | +282.6% | +298.6% | -16.0% | +86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling