+50.6%
SGI vs TSN
-13.7%
+64.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.0% | -5.5% |
| 7D | -3.9% | +5.8% | -9.8% | -5.8% |
| 30D | +0.9% | +12.8% | -11.9% | -3.1% |
| 3M | -2.9% | +6.5% | -9.4% | -5.1% |
| 6M | -9.0% | -10.3% | +1.3% | -5.7% |
| YTD | -29.2% | +5.5% | -34.7% | -31.3% |
| 1Y | -32.3% | +15.8% | -48.0% | -36.6% |
| 3Y | +72.4% | +42.5% | +29.9% | +45.3% |
| 5Y | +50.6% | -14.3% | +65.0% | +62.7% |
| All | +50.6% | -13.7% | +64.4% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling