+13,634.3%
TSM vs SPGI
+4,444.0%
+9,190.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.4% | +3.6% |
| 7D | +2.7% | +0.1% | +2.6% | +2.5% |
| 30D | +3.6% | +8.4% | -4.8% | -0.5% |
| 3M | -3.4% | +11.8% | -15.2% | -9.9% |
| 6M | +20.6% | +5.7% | +14.9% | +14.9% |
| YTD | +41.9% | -9.7% | +51.5% | +44.0% |
| 1Y | +84.4% | -12.5% | +96.8% | +88.4% |
| 3Y | +380.2% | +21.8% | +358.4% | +314.6% |
| 5Y | +275.3% | +8.2% | +267.1% | +239.2% |
| 10Y | +1,751.4% | +309.5% | +1,441.9% | +749.7% |
| All | +13,634.3% | +4,444.0% | +9,190.3% | +958.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling