+61.5%
SGI vs TMF
-87.5%
+149.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +8.5% | -1.4% | +10.0% | +8.7% |
| 30D | +0.7% | -2.8% | +3.5% | +1.0% |
| 3M | +0.6% | -10.9% | +11.5% | +1.8% |
| 6M | -17.9% | -21.3% | +3.4% | -16.1% |
| YTD | -21.2% | -15.9% | -5.3% | -19.8% |
| 1Y | -18.9% | -15.7% | -3.1% | -17.5% |
| 3Y | +52.6% | -43.4% | +96.0% | +56.5% |
| All | +61.5% | -87.5% | +149.0% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling