+82.7%
SPGI vs TXG
+22.9%
+59.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | -8.9% | +5.0% | -13.9% | -9.5% |
| 30D | +0.6% | +13.5% | -12.9% | -1.2% |
| 3M | +2.0% | +128.0% | -126.1% | -9.6% |
| 6M | +0.1% | +224.4% | -224.4% | -16.2% |
| YTD | -16.4% | +307.0% | -323.4% | -32.5% |
| 1Y | -18.9% | +427.2% | -446.2% | -37.7% |
| 3Y | +13.8% | +40.2% | -26.4% | +1.1% |
| 5Y | +0.5% | -64.0% | +64.5% | +2.7% |
| All | +82.7% | +22.9% | +59.8% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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