+121.6%
SPGI vs TW
+211.2%
-89.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | +2.0% | -0.6% | +2.6% | +2.3% |
| 3M | +4.3% | +3.4% | +0.9% | +2.4% |
| 6M | -0.2% | -18.4% | +18.2% | +7.3% |
| YTD | -14.8% | -3.9% | -10.9% | -14.5% |
| 1Y | -18.5% | -13.3% | -5.2% | -14.9% |
| 3Y | +16.0% | +20.8% | -4.9% | +2.2% |
| 5Y | +2.2% | +20.3% | -18.1% | -12.2% |
| All | +121.6% | +211.2% | -89.6% | +31.7% |
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