+12.3%
TMO vs SPGI
+15.2%
-2.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | +0.8% | +1.2% | -0.5% | +0.2% |
| 30D | +4.0% | +15.9% | -11.9% | -3.1% |
| 3M | +17.6% | +12.3% | +5.3% | +10.9% |
| 6M | +57.3% | +23.7% | +33.6% | +40.1% |
| YTD | +21.2% | -3.5% | +24.7% | +21.6% |
| 1Y | +21.1% | +0.4% | +20.7% | +18.8% |
| 3Y | +58.8% | +29.9% | +28.9% | +30.8% |
| All | +12.3% | +15.2% | -2.8% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling