+338.6%
SPGI vs TT
+748.9%
-410.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | -1.4% | +3.5% | -4.9% | -2.9% |
| 30D | +15.3% | -11.0% | +26.3% | +20.5% |
| 3M | +16.5% | -12.0% | +28.5% | +22.1% |
| 6M | +19.8% | -10.4% | +30.3% | +23.4% |
| YTD | -3.2% | +9.9% | -13.2% | -11.1% |
| 1Y | +1.8% | +1.5% | +0.3% | -2.9% |
| 3Y | +30.6% | +93.7% | -63.1% | -13.7% |
| 5Y | +16.0% | +139.2% | -123.2% | -33.5% |
| 10Y | +338.6% | +741.5% | -402.9% | +37.3% |
| All | +338.6% | +748.9% | -410.3% | +37.3% |
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