+52.2%
SGI vs TCOM
+23.1%
+29.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.3% |
| 7D | +0.6% | -10.2% | +10.8% | +2.5% |
| 30D | +5.5% | -16.8% | +22.4% | +9.1% |
| 3M | -3.6% | -16.7% | +13.1% | -0.8% |
| 6M | -15.0% | -27.1% | +12.1% | -10.3% |
| YTD | -23.0% | -45.5% | +22.5% | -14.6% |
| 1Y | -18.4% | -45.9% | +27.5% | -9.5% |
| 3Y | +57.8% | +9.8% | +48.0% | +45.4% |
| All | +52.2% | +23.1% | +29.2% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling