+3,041.2%
SGI vs TMF
-69.1%
+3,110.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.3% | -2.7% |
| 7D | +5.3% | +2.7% | +2.6% | +5.6% |
| 30D | +8.2% | +19.3% | -11.1% | +10.2% |
| 3M | -2.2% | -3.7% | +1.5% | -2.7% |
| 6M | -8.4% | -11.3% | +2.9% | -9.9% |
| YTD | -23.4% | -16.6% | -6.8% | -25.2% |
| 1Y | -14.0% | -21.1% | +7.1% | -16.5% |
| 3Y | +78.8% | -26.8% | +105.6% | +74.4% |
| 5Y | +58.6% | -88.0% | +146.6% | +16.0% |
| 10Y | +427.8% | -84.7% | +512.5% | +352.6% |
| All | +3,041.2% | -69.1% | +3,110.3% | +3,722.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling