-5.6%
TLT vs SPGI
+3.2%
-8.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.7% |
| 7D | +1.0% | +7.2% | -6.3% | +0.6% |
| 30D | +6.0% | +23.2% | -17.2% | +5.2% |
| 3M | -0.9% | +17.0% | -17.9% | -1.5% |
| 6M | -2.3% | +20.4% | -22.7% | -2.9% |
| YTD | -3.3% | -1.9% | -1.4% | -3.6% |
| 1Y | -5.6% | +2.9% | -8.5% | -5.7% |
| All | -5.6% | +3.2% | -8.8% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling