+322.0%
TSM vs SPGI
+32.5%
+289.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.4% |
| 7D | -7.6% | +0.3% | -7.8% | -7.6% |
| 30D | -20.5% | +18.4% | -38.9% | -21.9% |
| 3M | -10.0% | +15.7% | -25.7% | -11.6% |
| 6M | -10.1% | +17.3% | -27.3% | -12.4% |
| YTD | +24.5% | -4.7% | +29.2% | +29.7% |
| 1Y | +31.2% | +1.8% | +29.4% | +32.5% |
| 3Y | +322.0% | +31.7% | +290.3% | +203.2% |
| All | +322.0% | +32.5% | +289.4% | +203.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling