+19.0%
SPGI vs TXG
+31.6%
-12.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.7% | -7.9% | -3.5% |
| 7D | -2.5% | +9.4% | -11.8% | -3.1% |
| 30D | +5.4% | +26.1% | -20.7% | +3.4% |
| 3M | +9.0% | +124.8% | -115.8% | +1.6% |
| 6M | +0.8% | +215.2% | -214.5% | -9.3% |
| YTD | -12.6% | +302.2% | -314.8% | -23.2% |
| 1Y | -16.1% | +370.9% | -387.1% | -27.9% |
| 3Y | +19.0% | +38.5% | -19.5% | +9.6% |
| All | +19.0% | +31.6% | -12.7% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling