+334.0%
SPGI vs TTMI
+415.6%
-81.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.0% |
| 7D | +1.6% | -11.5% | +13.1% | +2.7% |
| 30D | +16.1% | -40.3% | +56.4% | +22.0% |
| 3M | +15.5% | -44.5% | +59.9% | +21.6% |
| 6M | +19.6% | -54.1% | +73.7% | +26.4% |
| YTD | -3.6% | +4.7% | -8.3% | -16.2% |
| 1Y | +2.2% | +3.3% | -1.1% | -12.0% |
| 3Y | +30.1% | +407.2% | -377.1% | -30.1% |
| 5Y | +14.9% | +406.5% | -391.6% | -40.6% |
| 10Y | +334.0% | +420.4% | -86.4% | +106.3% |
| All | +334.0% | +415.6% | -81.6% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling