+47.5%
SGI vs TD
+122.4%
-74.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.7% |
| 7D | -4.9% | -2.6% | -2.3% | -3.1% |
| 30D | +1.6% | -1.0% | +2.6% | +2.2% |
| 3M | -3.2% | +5.6% | -8.8% | -7.4% |
| 6M | -16.0% | +27.1% | -43.1% | -29.7% |
| YTD | -25.4% | +29.4% | -54.8% | -38.3% |
| 1Y | -21.6% | +60.7% | -82.3% | -44.4% |
| 3Y | +52.9% | +127.6% | -74.8% | -17.5% |
| 5Y | +47.5% | +125.4% | -77.9% | -13.1% |
| All | +47.5% | +122.4% | -74.9% | -13.1% |
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 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