+1,615.1%
SGI vs TSN
+521.4%
+1,093.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.6% |
| 7D | -5.3% | -1.4% | -3.9% | -4.7% |
| 30D | -2.1% | +8.5% | -10.5% | -5.7% |
| 3M | -8.2% | +5.3% | -13.5% | -10.7% |
| 6M | -4.6% | -10.5% | +5.9% | -0.3% |
| YTD | -31.5% | +3.0% | -34.4% | -33.4% |
| 1Y | -30.8% | +12.1% | -43.0% | -35.6% |
| 3Y | +67.2% | +43.1% | +24.1% | +35.4% |
| 5Y | +42.5% | -15.1% | +57.6% | +45.6% |
| 10Y | +321.9% | +14.8% | +307.1% | +263.9% |
| All | +1,615.1% | +521.4% | +1,093.7% | +459.5% |
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