+5.7%
SPGI vs TT
+0.2%
+5.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.5% |
| 7D | +0.1% | -0.2% | +0.4% | +0.1% |
| 30D | +8.4% | -7.4% | +15.8% | +7.4% |
| 3M | +11.8% | -3.2% | +15.0% | +11.1% |
| 6M | +5.7% | +1.1% | +4.6% | +5.1% |
| All | +5.7% | +0.2% | +5.5% | +5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling