+5.1%
SPGI vs TW
+22.4%
-17.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.2% |
| 7D | -2.5% | -3.5% | +1.0% | -1.3% |
| 30D | +5.4% | +0.5% | +4.9% | +5.2% |
| 3M | +9.0% | +4.9% | +4.1% | +6.8% |
| 6M | +0.8% | -17.1% | +17.9% | +6.9% |
| YTD | -12.6% | -3.9% | -8.7% | -12.2% |
| 1Y | -16.1% | -13.3% | -2.9% | -12.7% |
| 3Y | +19.0% | +20.9% | -1.9% | +5.8% |
| 5Y | +5.1% | +20.5% | -15.4% | -9.4% |
| All | +5.1% | +22.4% | -17.4% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling