+8,094.7%
TMO vs SPGI
+13,636.0%
-5,541.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -0.5% |
| 7D | +0.4% | -2.5% | +2.9% | +1.4% |
| 30D | +1.5% | +5.4% | -3.9% | -0.7% |
| 3M | +28.5% | +9.0% | +19.5% | +23.4% |
| 6M | +20.4% | +0.8% | +19.6% | +19.2% |
| YTD | +4.3% | -12.6% | +16.8% | +8.4% |
| 1Y | +24.1% | -16.1% | +40.2% | +30.6% |
| 3Y | +17.5% | +19.0% | -1.5% | +7.0% |
| 5Y | +6.8% | +5.1% | +1.7% | +1.4% |
| 10Y | +311.9% | +295.5% | +16.4% | +131.9% |
| All | +8,094.7% | +13,636.0% | -5,541.2% | +1,240.5% |
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 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