+4.9%
SPGI vs TRV
+153.6%
-148.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | -2.5% | +0.5% | -3.0% | -2.6% |
| 30D | +5.4% | -4.9% | +10.3% | +6.9% |
| 3M | +9.0% | +23.7% | -14.7% | +2.1% |
| 6M | +0.8% | +20.3% | -19.5% | -4.9% |
| YTD | -12.6% | +27.1% | -39.6% | -19.0% |
| 1Y | -16.1% | +35.3% | -51.5% | -23.9% |
| 3Y | +19.0% | +139.8% | -120.8% | -9.6% |
| All | +4.9% | +153.6% | -148.7% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling