+97.4%
SPGI vs TXG
+16.0%
+81.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +0.1% | +1.8% | -1.7% | -0.1% |
| 30D | +8.4% | +32.0% | -23.6% | +4.2% |
| 3M | +11.8% | +87.0% | -75.2% | +1.8% |
| 6M | +5.7% | +180.1% | -174.4% | -9.7% |
| YTD | -9.7% | +284.1% | -293.8% | -26.5% |
| 1Y | -12.5% | +361.7% | -374.1% | -31.5% |
| 3Y | +21.8% | +15.9% | +5.9% | +11.6% |
| 5Y | +8.2% | -66.2% | +74.4% | +11.4% |
| All | +97.4% | +16.0% | +81.4% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling