+308.7%
SPGI vs TT
+912.5%
-603.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +8.4% | -7.2% | +15.6% | +11.9% |
| 3M | +11.8% | -3.0% | +14.8% | +12.3% |
| 6M | +5.7% | +1.4% | +4.4% | +3.1% |
| YTD | -9.7% | +15.9% | -25.6% | -18.2% |
| 1Y | -12.5% | +9.4% | -21.9% | -18.9% |
| 3Y | +21.8% | +124.4% | -102.6% | -24.9% |
| 5Y | +8.2% | +138.0% | -129.8% | -36.8% |
| All | +308.7% | +912.5% | -603.9% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling