+124.3%
TDG vs SGI
+47.3%
+77.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | -1.9% | -4.5% | +2.6% | -0.6% |
| 30D | -7.7% | +4.2% | -11.9% | -8.9% |
| 3M | -9.3% | -7.4% | -1.9% | -7.6% |
| 6M | -9.4% | -15.1% | +5.7% | -5.8% |
| YTD | -14.3% | -24.7% | +10.4% | -8.4% |
| 1Y | -11.8% | -21.8% | +9.9% | -7.2% |
| 3Y | +52.0% | +50.0% | +1.9% | +28.7% |
| All | +124.3% | +47.3% | +77.0% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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