+1,753.6%
TSM vs SPGI
+296.1%
+1,457.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +3.8% |
| 7D | +6.0% | -2.5% | +8.5% | +7.1% |
| 30D | +4.5% | +5.4% | -0.9% | +1.7% |
| 3M | +3.1% | +9.0% | -5.9% | -2.6% |
| 6M | +30.2% | +0.8% | +29.4% | +27.1% |
| YTD | +45.2% | -12.6% | +57.8% | +50.5% |
| 1Y | +79.6% | -16.1% | +95.7% | +88.7% |
| 3Y | +411.0% | +19.0% | +392.0% | +339.1% |
| 5Y | +290.7% | +5.1% | +285.7% | +251.8% |
| 10Y | +1,753.6% | +295.5% | +1,458.1% | +743.6% |
| All | +1,753.6% | +296.1% | +1,457.5% | +743.6% |
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