+72.4%
SGI vs TSN
+43.3%
+29.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.0% | -5.5% |
| 7D | -3.9% | +5.8% | -9.8% | -5.5% |
| 30D | +0.9% | +12.8% | -11.9% | -2.5% |
| 3M | -2.9% | +6.5% | -9.4% | -4.8% |
| 6M | -9.0% | -10.3% | +1.3% | -6.0% |
| YTD | -29.2% | +5.5% | -34.7% | -31.0% |
| 1Y | -32.3% | +15.8% | -48.0% | -36.1% |
| 3Y | +72.4% | +42.5% | +29.9% | +35.2% |
| All | +72.4% | +43.3% | +29.1% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling