+1,872.3%
SGI vs TCOM
+1,994.3%
-122.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +8.5% | -9.5% | +18.1% | +11.4% |
| 30D | +0.7% | -10.7% | +11.4% | +3.6% |
| 3M | +0.6% | -14.6% | +15.2% | +4.1% |
| 6M | -17.9% | -19.3% | +1.4% | -13.8% |
| YTD | -21.2% | -42.9% | +21.8% | -9.9% |
| 1Y | -18.9% | -43.8% | +24.9% | -7.1% |
| 3Y | +52.6% | +2.1% | +50.5% | +40.9% |
| 5Y | +60.7% | +31.2% | +29.5% | +27.9% |
| 10Y | +278.1% | -13.9% | +292.0% | +214.9% |
| All | +1,872.3% | +1,994.3% | -122.1% | +573.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling