+1,872.3%
SGI vs TSN
+443.2%
+1,429.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +8.5% | -6.3% | +14.9% | +11.7% |
| 30D | +0.7% | -10.8% | +11.5% | +6.0% |
| 3M | +0.6% | -8.8% | +9.4% | +4.3% |
| 6M | -17.9% | -16.8% | -1.1% | -11.7% |
| YTD | -21.2% | -10.0% | -11.2% | -18.4% |
| 1Y | -18.9% | -5.3% | -13.6% | -18.4% |
| 3Y | +52.6% | +8.5% | +44.1% | +40.9% |
| 5Y | +60.7% | -22.9% | +83.6% | +71.4% |
| 10Y | +278.1% | -12.6% | +290.7% | +266.8% |
| All | +1,872.3% | +443.2% | +1,429.0% | +585.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling