+1,615.1%
SGI vs TD
+1,702.1%
-87.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | -5.3% | +1.1% | -6.4% | -6.2% |
| 30D | -2.1% | +5.2% | -7.3% | -6.3% |
| 3M | -8.2% | +1.2% | -9.4% | -9.4% |
| 6M | -4.6% | +17.7% | -22.3% | -17.8% |
| YTD | -31.5% | +34.2% | -65.7% | -47.3% |
| 1Y | -30.8% | +55.4% | -86.3% | -53.3% |
| 3Y | +67.2% | +130.4% | -63.2% | -22.3% |
| 5Y | +42.5% | +101.8% | -59.3% | -26.3% |
| 10Y | +321.9% | +301.9% | +20.0% | +16.6% |
| All | +1,615.1% | +1,702.1% | -87.0% | +97.2% |
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