+259.2%
SGI vs TD
+303.5%
-44.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.8% |
| 7D | -4.9% | -2.6% | -2.3% | -2.8% |
| 30D | +1.6% | -1.0% | +2.6% | +2.2% |
| 3M | -3.2% | +5.6% | -8.8% | -8.0% |
| 6M | -16.0% | +27.1% | -43.1% | -31.4% |
| YTD | -25.4% | +29.4% | -54.8% | -40.0% |
| 1Y | -21.6% | +60.7% | -82.3% | -47.5% |
| 3Y | +52.9% | +127.6% | -74.8% | -25.6% |
| 5Y | +47.5% | +125.4% | -77.9% | -28.5% |
| All | +259.2% | +303.5% | -44.3% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling