+93.2%
SGI vs TLN
+583.6%
-490.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | -0.2% |
| 7D | +8.5% | +7.1% | +1.5% | +7.3% |
| 30D | +0.7% | -3.9% | +4.6% | +1.2% |
| 3M | +0.6% | -16.2% | +16.8% | +3.0% |
| 6M | -17.9% | -5.8% | -12.1% | -17.8% |
| YTD | -21.2% | -15.4% | -5.7% | -20.3% |
| 1Y | -18.9% | -16.7% | -2.2% | -18.4% |
| 3Y | +52.6% | +473.8% | -421.1% | -2.1% |
| All | +93.2% | +583.6% | -490.4% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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