-30.8%
SGI vs TSN
+12.4%
-43.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | -5.3% | -1.4% | -3.9% | -5.0% |
| 30D | -2.1% | +8.5% | -10.5% | -3.7% |
| 3M | -8.2% | +5.3% | -13.5% | -9.2% |
| 6M | -4.6% | -10.5% | +5.9% | -1.7% |
| YTD | -31.5% | +3.0% | -34.4% | -32.8% |
| 1Y | -30.8% | +12.1% | -43.0% | -34.7% |
| All | -30.8% | +12.4% | -43.2% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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