+150.9%
SPGI vs TW
+301.3%
-150.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.8% |
| 7D | +1.2% | +3.9% | -2.7% | -0.3% |
| 30D | +15.9% | +19.9% | -4.0% | +7.9% |
| 3M | +12.3% | +25.9% | -13.6% | +2.4% |
| 6M | +23.7% | +21.1% | +2.6% | +13.8% |
| YTD | -3.5% | +23.9% | -27.5% | -12.6% |
| 1Y | +0.4% | +21.2% | -20.8% | -8.2% |
| 3Y | +29.9% | +44.8% | -14.9% | +6.9% |
| 5Y | +15.2% | +41.4% | -26.2% | -6.8% |
| All | +150.9% | +301.3% | -150.4% | +34.6% |
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