+60.4%
SGI vs TPG
+74.1%
-13.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.2% |
| 7D | -4.5% | -9.4% | +5.0% | +0.2% |
| 30D | +4.2% | -5.3% | +9.4% | +6.7% |
| 3M | -7.4% | +12.9% | -20.4% | -13.3% |
| 6M | -15.1% | +20.1% | -35.1% | -23.1% |
| YTD | -24.7% | -22.5% | -2.2% | -16.4% |
| 1Y | -21.8% | -19.7% | -2.1% | -15.3% |
| 3Y | +50.0% | +81.2% | -31.2% | -4.4% |
| All | +60.4% | +74.1% | -13.7% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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