+148.2%
SPGI vs TW
+298.0%
-149.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -0.8% | +3.2% | -4.0% | -2.1% |
| 30D | +14.3% | +19.7% | -5.4% | +6.4% |
| 3M | +14.5% | +26.8% | -12.3% | +4.1% |
| 6M | +17.3% | +20.9% | -3.6% | +8.0% |
| YTD | -4.6% | +22.9% | -27.5% | -13.2% |
| 1Y | +0.8% | +20.4% | -19.6% | -7.6% |
| 3Y | +28.8% | +42.9% | -14.1% | +6.6% |
| 5Y | +14.0% | +40.2% | -26.3% | -7.5% |
| All | +148.2% | +298.0% | -149.8% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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