+328.6%
TMO vs SPGI
+292.2%
+36.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.6% | -7.4% | +6.8% | +3.0% |
| 30D | +1.1% | +0.4% | +0.8% | +0.7% |
| 3M | +28.3% | +5.3% | +23.1% | +24.0% |
| 6M | +23.3% | +1.7% | +21.6% | +21.0% |
| YTD | +5.5% | -16.4% | +21.8% | +13.0% |
| 1Y | +24.5% | -20.5% | +45.0% | +36.3% |
| 3Y | +19.6% | +14.2% | +5.3% | +7.2% |
| 5Y | +8.1% | +0.6% | +7.5% | +1.4% |
| All | +328.6% | +292.2% | +36.4% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling