+267.8%
SGI vs TMF
-86.8%
+354.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +9.3% | +1.0% | +8.3% | +9.3% |
| 30D | +6.9% | -1.8% | +8.7% | +6.9% |
| 3M | +2.8% | -8.2% | +11.1% | +2.9% |
| 6M | -12.6% | -19.5% | +6.9% | -12.6% |
| YTD | -21.5% | -16.0% | -5.6% | -21.5% |
| 1Y | -18.8% | -22.5% | +3.7% | -18.8% |
| 3Y | +60.8% | -42.3% | +103.1% | +59.3% |
| 5Y | +60.0% | -87.7% | +147.7% | +39.2% |
| 10Y | +267.8% | -86.5% | +354.3% | +274.2% |
| All | +267.8% | -86.8% | +354.7% | +274.2% |
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