+388.8%
SGI vs TMF
-84.4%
+473.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | +1.0% | +1.2% | -0.2% | +0.9% |
| 30D | +3.9% | +19.7% | -15.8% | +3.7% |
| 3M | -0.8% | -2.1% | +1.3% | -0.8% |
| 6M | -18.0% | -13.4% | -4.5% | -18.0% |
| YTD | -27.6% | -16.7% | -10.9% | -27.6% |
| 1Y | -27.2% | -23.3% | -3.9% | -27.3% |
| 3Y | +76.0% | -24.8% | +100.8% | +76.7% |
| 5Y | +50.0% | -88.0% | +138.0% | +29.4% |
| All | +388.8% | -84.4% | +473.2% | +374.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling