+14,754.4%
SPGI vs TT
+14,127.6%
+626.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -0.4% |
| 7D | +2.6% | -9.0% | +11.5% | +5.8% |
| 30D | +19.3% | -17.6% | +36.9% | +27.1% |
| 3M | +15.5% | -18.7% | +34.1% | +23.4% |
| 6M | +18.3% | -17.4% | +35.8% | +24.8% |
| YTD | -3.8% | +1.5% | -5.3% | -6.8% |
| 1Y | +1.3% | -9.4% | +10.7% | +2.1% |
| 3Y | +33.6% | +85.1% | -51.5% | +2.6% |
| 5Y | +13.2% | +125.7% | -112.6% | -20.0% |
| 10Y | +346.3% | +757.3% | -411.0% | +96.7% |
| All | +14,754.4% | +14,127.6% | +626.8% | +3,044.3% |
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 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