+1,826.0%
SGI vs TDY
+3,079.6%
-1,253.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -0.9% |
| 7D | +0.6% | -1.8% | +2.4% | +1.8% |
| 30D | +5.5% | -13.8% | +19.3% | +15.9% |
| 3M | -3.6% | -3.9% | +0.3% | -1.5% |
| 6M | -15.0% | -9.0% | -6.0% | -9.9% |
| YTD | -23.0% | +16.5% | -39.6% | -30.7% |
| 1Y | -18.4% | +9.3% | -27.7% | -23.8% |
| 3Y | +57.8% | +45.1% | +12.7% | +20.5% |
| 5Y | +51.5% | +35.0% | +16.5% | +21.1% |
| 10Y | +275.2% | +469.0% | -193.8% | +28.1% |
| All | +1,826.0% | +3,079.6% | -1,253.7% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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