+343.3%
SPGI vs TT
+725.1%
-381.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.7% |
| 7D | +1.2% | +4.0% | -2.8% | -0.5% |
| 30D | +15.9% | -11.3% | +27.2% | +21.3% |
| 3M | +12.3% | -12.3% | +24.6% | +17.8% |
| 6M | +23.7% | -10.8% | +34.5% | +27.6% |
| YTD | -3.5% | +8.2% | -11.7% | -10.8% |
| 1Y | +0.4% | +1.5% | -1.1% | -4.3% |
| 3Y | +29.9% | +91.5% | -61.6% | -13.8% |
| 5Y | +15.2% | +130.2% | -115.0% | -32.7% |
| All | +343.3% | +725.1% | -381.8% | +40.3% |
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