+1,826.0%
SGI vs TD
+1,622.8%
+203.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -0.9% |
| 7D | +0.6% | -1.9% | +2.5% | +2.3% |
| 30D | +5.5% | -1.6% | +7.1% | +6.8% |
| 3M | -3.6% | +4.6% | -8.2% | -7.8% |
| 6M | -15.0% | +26.8% | -41.8% | -31.2% |
| YTD | -23.0% | +28.3% | -51.4% | -38.3% |
| 1Y | -18.4% | +60.4% | -78.9% | -46.6% |
| 3Y | +57.8% | +125.7% | -68.0% | -25.6% |
| 5Y | +51.5% | +122.4% | -70.9% | -28.5% |
| 10Y | +275.2% | +297.1% | -21.9% | +4.4% |
| All | +1,826.0% | +1,622.8% | +203.1% | +130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling