+42.2%
SGI vs TD
+103.6%
-61.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.7% |
| 7D | -10.7% | +0.6% | -11.3% | -11.0% |
| 30D | -3.6% | +5.0% | -8.5% | -6.9% |
| 3M | -5.4% | +1.1% | -6.5% | -6.3% |
| 6M | -7.0% | +16.5% | -23.5% | -17.4% |
| YTD | -31.6% | +34.3% | -65.9% | -45.0% |
| 1Y | -33.5% | +52.9% | -86.4% | -51.3% |
| 3Y | +66.5% | +132.2% | -65.7% | -12.0% |
| 5Y | +42.2% | +101.9% | -59.7% | -15.3% |
| All | +42.2% | +103.6% | -61.5% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling