+9,422.9%
TMO vs SPGI
+15,052.7%
-5,629.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +0.8% | +1.2% | -0.5% | +0.3% |
| 30D | +4.0% | +15.9% | -11.9% | -2.0% |
| 3M | +17.6% | +12.3% | +5.3% | +12.0% |
| 6M | +57.3% | +23.7% | +33.6% | +43.4% |
| YTD | +21.2% | -3.5% | +24.7% | +20.9% |
| 1Y | +21.1% | +0.4% | +20.7% | +18.9% |
| 3Y | +58.8% | +29.9% | +28.9% | +39.7% |
| 5Y | +11.8% | +15.2% | -3.4% | +2.3% |
| 10Y | +376.2% | +337.2% | +39.1% | +157.1% |
| All | +9,422.9% | +15,052.7% | -5,629.8% | +1,395.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling