+1,502.2%
TSM vs SPGI
+335.6%
+1,166.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.2% |
| 7D | -2.5% | -0.9% | -1.7% | -2.2% |
| 30D | -14.3% | +15.5% | -29.8% | -19.7% |
| 3M | -7.2% | +15.7% | -22.9% | -13.6% |
| 6M | -5.1% | +19.1% | -24.2% | -14.3% |
| YTD | +28.9% | -4.1% | +32.9% | +27.8% |
| 1Y | +37.1% | +1.2% | +35.9% | +31.8% |
| 3Y | +341.5% | +31.6% | +309.9% | +262.1% |
| 5Y | +245.7% | +12.4% | +233.3% | +202.1% |
| 10Y | +1,502.2% | +334.3% | +1,168.0% | +637.5% |
| All | +1,502.2% | +335.6% | +1,166.6% | +637.5% |
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 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