+212.5%
TFC vs SGI
+1,905.4%
-1,692.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.5% | +0.7% |
| 7D | +1.2% | +1.0% | +0.2% | +0.9% |
| 30D | +8.3% | +3.9% | +4.4% | +6.9% |
| 3M | -5.2% | -0.8% | -4.3% | -5.3% |
| 6M | -0.8% | -18.0% | +17.2% | +4.0% |
| YTD | +3.4% | -27.6% | +31.1% | +11.8% |
| 1Y | +17.0% | -27.2% | +44.2% | +26.1% |
| 3Y | +86.2% | +76.0% | +10.2% | +53.2% |
| 5Y | -2.3% | +50.0% | -52.3% | -18.6% |
| 10Y | +93.9% | +399.1% | -305.2% | +2.4% |
| All | +212.5% | +1,905.4% | -1,692.9% | -29.2% |
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