+14.0%
SPGI vs TT
+136.9%
-122.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.8% | +8.1% | -8.9% | -3.3% |
| 30D | +14.3% | -11.3% | +25.6% | +18.3% |
| 3M | +14.5% | -11.2% | +25.7% | +18.4% |
| 6M | +17.3% | -8.9% | +26.2% | +19.2% |
| YTD | -4.6% | +9.7% | -14.3% | -11.5% |
| 1Y | +0.8% | +1.3% | -0.5% | -3.3% |
| 3Y | +28.8% | +93.4% | -64.6% | -13.3% |
| 5Y | +14.0% | +133.5% | -119.6% | -33.6% |
| All | +14.0% | +136.9% | -122.9% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling