+14,631.7%
SPGI vs TRV
+7,257.4%
+7,374.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +14.3% | +8.0% | +6.3% | +11.0% |
| 3M | +14.5% | +9.3% | +5.2% | +10.6% |
| 6M | +17.3% | +36.2% | -18.9% | +3.6% |
| YTD | -4.6% | +40.6% | -45.2% | -17.0% |
| 1Y | +0.8% | +43.1% | -42.3% | -13.0% |
| 3Y | +28.8% | +149.6% | -120.8% | -11.9% |
| 5Y | +14.0% | +181.6% | -167.7% | -26.8% |
| 10Y | +332.5% | +352.5% | -20.0% | +125.1% |
| All | +14,631.7% | +7,257.4% | +7,374.3% | +3,307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling