+14,609.4%
SPGI vs TXT
+2,193.3%
+12,416.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.4% |
| 7D | +0.3% | -2.5% | +2.8% | +1.0% |
| 30D | +18.4% | +14.4% | +4.0% | +13.4% |
| 3M | +15.7% | -4.9% | +20.6% | +17.1% |
| 6M | +17.3% | -10.2% | +27.5% | +20.5% |
| YTD | -4.7% | -4.1% | -0.6% | -4.7% |
| 1Y | +1.8% | +4.0% | -2.2% | -0.7% |
| 3Y | +31.7% | +8.0% | +23.7% | +25.2% |
| 5Y | +12.1% | +8.4% | +3.6% | +5.0% |
| 10Y | +341.9% | +116.6% | +225.3% | +211.5% |
| All | +14,609.4% | +2,193.3% | +12,416.1% | +5,006.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling