+18.3%
SPGI vs TT
-19.6%
+38.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -2.7% |
| 7D | +2.6% | -9.0% | +11.5% | +0.8% |
| 30D | +19.3% | -17.6% | +36.9% | +15.3% |
| 3M | +15.5% | -18.7% | +34.1% | +11.2% |
| 6M | +18.3% | -17.4% | +35.8% | +14.1% |
| All | +18.3% | -19.6% | +38.0% | +14.1% |
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