+334.0%
SPGI vs TT
+744.7%
-410.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.6% | +0.8% | +0.8% | +1.1% |
| 30D | +16.1% | -11.8% | +27.8% | +21.8% |
| 3M | +15.5% | -11.6% | +27.0% | +20.7% |
| 6M | +19.6% | -9.3% | +29.0% | +22.4% |
| YTD | -3.6% | +8.9% | -12.5% | -11.1% |
| 1Y | +2.2% | -2.2% | +4.5% | -0.8% |
| 3Y | +30.1% | +91.9% | -61.8% | -13.7% |
| 5Y | +14.9% | +136.0% | -121.1% | -33.7% |
| 10Y | +334.0% | +734.7% | -400.8% | +36.5% |
| All | +334.0% | +744.7% | -410.7% | +36.5% |
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