-18.9%
SGI vs TD
+64.8%
-83.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.7% |
| 7D | +8.5% | +0.3% | +8.2% | +8.3% |
| 30D | +0.7% | +0.4% | +0.3% | +0.1% |
| 3M | +0.6% | +7.6% | -7.0% | -7.5% |
| 6M | -17.9% | +25.0% | -42.9% | -34.9% |
| YTD | -21.2% | +31.0% | -52.2% | -38.9% |
| 1Y | -18.9% | +65.2% | -84.0% | -40.9% |
| All | -18.9% | +64.8% | -83.6% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling