+296.4%
SPGI vs TTMI
+1,044.1%
-747.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.4% | -2.0% |
| 7D | -3.1% | +7.5% | -10.6% | -4.1% |
| 30D | +2.0% | -4.5% | +6.5% | +2.2% |
| 3M | +4.3% | -28.5% | +32.9% | +7.4% |
| 6M | -0.2% | +28.4% | -28.6% | -9.6% |
| YTD | -14.8% | +80.1% | -94.9% | -29.1% |
| 1Y | -18.5% | +161.0% | -179.6% | -39.3% |
| 3Y | +16.0% | +862.4% | -846.5% | -41.1% |
| 5Y | +2.2% | +812.9% | -810.7% | -49.1% |
| 10Y | +296.4% | +1,094.7% | -798.3% | +78.5% |
| All | +296.4% | +1,044.1% | -747.7% | +78.5% |
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