+3,133.7%
SGI vs TMF
-68.9%
+3,202.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +8.5% | -1.4% | +10.0% | +8.4% |
| 30D | +0.7% | -2.8% | +3.5% | +0.3% |
| 3M | +0.6% | -10.9% | +11.5% | -0.8% |
| 6M | -17.9% | -21.3% | +3.4% | -20.4% |
| YTD | -21.2% | -15.9% | -5.3% | -22.8% |
| 1Y | -18.9% | -15.7% | -3.1% | -20.5% |
| 3Y | +52.6% | -43.4% | +96.0% | +43.5% |
| 5Y | +60.7% | -87.8% | +148.5% | +18.3% |
| 10Y | +278.1% | -86.7% | +364.8% | +213.0% |
| All | +3,133.7% | -68.9% | +3,202.6% | +3,841.6% |
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