+12,759.1%
TDG vs SGI
+2,274.9%
+10,484.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.2% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -8.0% | +5.5% | -13.5% | -9.4% |
| 3M | -10.5% | -3.6% | -6.9% | -9.9% |
| 6M | -11.9% | -15.0% | +3.1% | -8.8% |
| YTD | -15.4% | -23.0% | +7.7% | -10.5% |
| 1Y | -14.2% | -18.4% | +4.2% | -11.0% |
| 3Y | +51.0% | +57.8% | -6.7% | +29.2% |
| 5Y | +126.5% | +51.5% | +75.0% | +89.5% |
| 10Y | +535.6% | +275.2% | +260.4% | +284.0% |
| All | +12,759.1% | +2,274.9% | +10,484.2% | +3,784.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling