+1,598.5%
TSM vs SPGI
+335.3%
+1,263.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | -2.1% | +1.6% | -3.6% | -2.7% |
| 30D | -12.5% | +16.1% | -28.6% | -18.2% |
| 3M | -5.0% | +15.5% | -20.5% | -11.5% |
| 6M | -3.2% | +19.6% | -22.9% | -12.7% |
| YTD | +31.5% | -3.6% | +35.1% | +30.1% |
| 1Y | +35.7% | +2.2% | +33.5% | +29.9% |
| 3Y | +323.5% | +30.1% | +293.4% | +249.5% |
| 5Y | +263.4% | +14.9% | +248.4% | +214.0% |
| 10Y | +1,598.5% | +334.0% | +1,264.5% | +694.9% |
| All | +1,598.5% | +335.3% | +1,263.2% | +694.9% |
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