+135.0%
SPGI vs TW
+221.1%
-86.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | +0.1% | -2.3% | +2.5% | +1.1% |
| 30D | +8.4% | +3.9% | +4.5% | +6.8% |
| 3M | +11.8% | +5.7% | +6.1% | +8.8% |
| 6M | +5.7% | -14.5% | +20.2% | +11.6% |
| YTD | -9.7% | -0.9% | -8.8% | -10.5% |
| 1Y | -12.5% | -13.5% | +1.0% | -8.4% |
| 3Y | +21.8% | +25.0% | -3.2% | +5.9% |
| 5Y | +8.2% | +22.7% | -14.5% | -7.8% |
| All | +135.0% | +221.1% | -86.1% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling