+79.0%
TFC vs SGI
+337.7%
-258.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.2% | -10.5% | +9.3% | +2.3% |
| 30D | +7.8% | +0.1% | +7.6% | +7.4% |
| 3M | -3.0% | -4.0% | +1.0% | -2.2% |
| 6M | +5.8% | -5.6% | +11.4% | +6.5% |
| YTD | +5.3% | -29.5% | +34.8% | +15.6% |
| 1Y | +15.7% | -31.5% | +47.2% | +28.0% |
| 3Y | +94.8% | +71.6% | +23.2% | +57.7% |
| 5Y | 0.0% | +50.5% | -50.5% | -18.7% |
| 10Y | +79.0% | +333.9% | -254.9% | -1.6% |
| All | +79.0% | +337.7% | -258.7% | -1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling