+67.2%
SGI vs TCOM
+26.7%
+40.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.1% |
| 7D | -5.3% | -1.8% | -3.5% | -5.1% |
| 30D | -2.1% | +12.1% | -14.2% | -3.3% |
| 3M | -8.2% | -3.2% | -5.0% | -8.0% |
| 6M | -4.6% | -16.6% | +12.1% | -2.8% |
| YTD | -31.5% | -39.4% | +7.9% | -27.9% |
| 1Y | -30.8% | -41.5% | +10.7% | -26.9% |
| 3Y | +67.2% | +24.4% | +42.8% | +70.1% |
| All | +67.2% | +26.7% | +40.5% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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