+2,322.6%
SPGI vs TTMI
+262.5%
+2,060.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +13.3% | -12.6% | -1.0% |
| 7D | -0.9% | -1.6% | +0.8% | -1.1% |
| 30D | +15.5% | -37.7% | +53.3% | +20.9% |
| 3M | +15.7% | -45.1% | +60.8% | +22.2% |
| 6M | +19.1% | -52.1% | +71.2% | +25.6% |
| YTD | -4.1% | +9.2% | -13.2% | -12.5% |
| 1Y | +1.2% | +12.9% | -11.7% | -9.0% |
| 3Y | +31.6% | +445.5% | -413.9% | -10.3% |
| 5Y | +12.4% | +427.9% | -415.4% | -24.3% |
| 10Y | +334.3% | +449.9% | -115.6% | +181.3% |
| All | +2,322.6% | +262.5% | +2,060.1% | +1,128.2% |
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