+9.5%
SPGI vs TXT
+10.4%
-0.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +0.1% | -4.8% | +4.9% | +1.8% |
| 30D | +8.4% | -10.6% | +19.0% | +12.5% |
| 3M | +11.8% | -13.2% | +25.0% | +17.0% |
| 6M | +5.7% | -20.3% | +26.1% | +13.5% |
| YTD | -9.7% | -9.3% | -0.4% | -7.9% |
| 1Y | -12.5% | -2.7% | -9.8% | -13.3% |
| 3Y | +21.8% | +1.4% | +20.4% | +15.6% |
| All | +9.5% | +10.4% | -0.9% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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