-18.9%
SPGI vs TRV
+38.0%
-56.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -8.9% | -1.5% | -7.4% | -8.6% |
| 30D | +0.6% | -1.8% | +2.5% | +1.0% |
| 3M | +2.0% | +21.6% | -19.6% | -2.2% |
| 6M | +0.1% | +22.5% | -22.4% | -4.6% |
| YTD | -16.4% | +28.1% | -44.6% | -20.8% |
| 1Y | -18.9% | +37.0% | -56.0% | -25.9% |
| All | -18.9% | +38.0% | -56.9% | -25.9% |
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