-27.2%
SGI vs TMF
-22.9%
-4.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.3% |
| 7D | +1.0% | +1.2% | -0.2% | +0.2% |
| 30D | +3.9% | +19.7% | -15.8% | -6.9% |
| 3M | -0.8% | -2.1% | +1.3% | +0.2% |
| 6M | -18.0% | -13.4% | -4.5% | -11.7% |
| YTD | -27.6% | -16.7% | -10.9% | -21.4% |
| 1Y | -27.2% | -23.3% | -3.9% | -20.9% |
| All | -27.2% | -22.9% | -4.4% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling