+14,609.4%
SPGI vs TT
+14,465.8%
+143.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.8% |
| 7D | +0.3% | -2.0% | +2.3% | +0.9% |
| 30D | +18.4% | -14.0% | +32.4% | +24.3% |
| 3M | +15.7% | -15.9% | +31.6% | +22.1% |
| 6M | +17.3% | -17.3% | +34.6% | +23.6% |
| YTD | -4.7% | +4.0% | -8.7% | -8.4% |
| 1Y | +1.8% | -7.1% | +8.9% | +1.7% |
| 3Y | +31.7% | +90.2% | -58.5% | +0.1% |
| 5Y | +12.1% | +131.1% | -119.0% | -21.4% |
| 10Y | +341.9% | +777.7% | -435.8% | +93.2% |
| All | +14,609.4% | +14,465.8% | +143.6% | +2,987.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling