+93.0%
TFC vs SGI
+75.0%
+18.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.5% | +1.0% |
| 7D | +1.2% | +1.0% | +0.2% | +0.8% |
| 30D | +8.3% | +3.9% | +4.4% | +6.6% |
| 3M | -5.2% | -0.8% | -4.3% | -5.4% |
| 6M | -0.8% | -18.0% | +17.2% | +5.2% |
| YTD | +3.4% | -27.6% | +31.1% | +14.3% |
| 1Y | +17.0% | -27.2% | +44.2% | +28.7% |
| All | +93.0% | +75.0% | +18.0% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling