+330.4%
TSM vs SPGI
+30.0%
+300.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.8% |
| 7D | +6.2% | +1.2% | +5.0% | +6.1% |
| 30D | -7.3% | +15.9% | -23.2% | -8.6% |
| 3M | -7.1% | +12.3% | -19.4% | -8.2% |
| 6M | +0.2% | +23.7% | -23.5% | -3.4% |
| YTD | +32.2% | -3.5% | +35.8% | +37.6% |
| 1Y | +42.8% | +0.4% | +42.4% | +45.9% |
| 3Y | +330.4% | +29.9% | +300.5% | +261.3% |
| All | +330.4% | +30.0% | +300.4% | +261.3% |
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