-12.5%
SPGI vs TT
+10.3%
-22.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.5% |
| 7D | +0.1% | -0.2% | +0.4% | +0.1% |
| 30D | +8.4% | -7.4% | +15.8% | +7.4% |
| 3M | +11.8% | -3.2% | +15.0% | +11.4% |
| 6M | +5.7% | +1.1% | +4.6% | +5.6% |
| YTD | -9.7% | +15.6% | -25.3% | -10.0% |
| 1Y | -12.5% | +9.2% | -21.6% | -12.1% |
| All | -12.5% | +10.3% | -22.8% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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