+5.1%
SPGI vs TTMI
+840.7%
-835.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -3.4% |
| 7D | -2.5% | +12.2% | -14.6% | -3.2% |
| 30D | +5.4% | -5.7% | +11.1% | +5.6% |
| 3M | +9.0% | -27.5% | +36.5% | +10.6% |
| 6M | +0.8% | +47.1% | -46.4% | -7.1% |
| YTD | -12.6% | +87.5% | -100.0% | -23.1% |
| 1Y | -16.1% | +175.2% | -191.3% | -32.4% |
| 3Y | +19.0% | +901.9% | -883.0% | -32.1% |
| 5Y | +5.1% | +843.5% | -838.4% | -40.3% |
| All | +5.1% | +840.7% | -835.7% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling