+338.6%
SPGI vs TTMI
+408.9%
-70.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.0% |
| 7D | -0.8% | +22.6% | -23.4% | -3.4% |
| 30D | +14.3% | -34.3% | +48.6% | +18.7% |
| 3M | +14.5% | -44.8% | +59.3% | +20.9% |
| 6M | +17.3% | -53.3% | +70.6% | +24.0% |
| YTD | -4.6% | +10.6% | -15.1% | -17.6% |
| 1Y | +0.8% | +8.2% | -7.4% | -13.7% |
| 3Y | +28.8% | +435.7% | -406.9% | -31.4% |
| 5Y | +14.0% | +434.2% | -420.2% | -41.6% |
| All | +338.6% | +408.9% | -70.3% | +107.1% |
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