+343.3%
SPGI vs TTMI
+394.2%
-50.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.4% |
| 7D | +1.2% | +11.4% | -10.1% | -0.2% |
| 30D | +15.9% | -28.3% | +44.2% | +19.0% |
| 3M | +12.3% | -46.7% | +59.0% | +19.1% |
| 6M | +23.7% | -56.1% | +79.8% | +32.0% |
| YTD | -3.5% | +7.4% | -10.9% | -16.5% |
| 1Y | +0.4% | +17.4% | -17.0% | -15.7% |
| 3Y | +29.9% | +429.1% | -399.2% | -30.9% |
| 5Y | +15.2% | +418.8% | -403.6% | -40.8% |
| All | +343.3% | +394.2% | -50.9% | +110.1% |
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