+265.7%
TSM vs SPGI
+15.2%
+250.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.0% |
| 7D | +6.2% | +1.2% | +5.0% | +5.8% |
| 30D | -7.3% | +15.9% | -23.2% | -11.9% |
| 3M | -7.1% | +12.3% | -19.4% | -11.1% |
| 6M | +0.2% | +23.7% | -23.5% | -8.9% |
| YTD | +32.2% | -3.5% | +35.8% | +33.6% |
| 1Y | +42.8% | +0.4% | +42.4% | +40.8% |
| 3Y | +330.4% | +29.9% | +300.5% | +254.5% |
| All | +265.7% | +15.2% | +250.5% | +204.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling