+2,180.7%
SPGI vs TTMI
+504.4%
+1,676.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.8% | -10.4% | -2.8% |
| 7D | +0.1% | +5.9% | -5.7% | -0.7% |
| 30D | +8.4% | -4.3% | +12.7% | +8.6% |
| 3M | +11.8% | -32.0% | +43.9% | +15.6% |
| 6M | +5.7% | +19.5% | -13.8% | -1.1% |
| YTD | -9.7% | +82.0% | -91.7% | -21.4% |
| 1Y | -12.5% | +172.6% | -185.1% | -29.6% |
| 3Y | +21.8% | +744.7% | -722.8% | -20.0% |
| 5Y | +8.2% | +805.6% | -797.4% | -30.9% |
| 10Y | +309.5% | +1,057.6% | -748.1% | +144.1% |
| All | +2,180.7% | +504.4% | +1,676.3% | +1,002.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling