-18.8%
SGI vs TMF
-21.2%
+2.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +9.3% | +1.0% | +8.3% | +8.7% |
| 30D | +6.9% | -1.8% | +8.7% | +7.9% |
| 3M | +2.8% | -8.2% | +11.1% | +8.2% |
| 6M | -12.6% | -19.5% | +6.9% | -4.5% |
| YTD | -21.5% | -16.0% | -5.6% | -15.2% |
| 1Y | -18.8% | -22.5% | +3.7% | -9.5% |
| All | -18.8% | -21.2% | +2.4% | -9.5% |
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