+226.9%
TFC vs SGI
+2,083.6%
-1,856.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +2.4% | +8.5% | -6.1% | 0.0% |
| 30D | -1.3% | +0.7% | -2.0% | -1.7% |
| 3M | +6.1% | +0.6% | +5.5% | +5.3% |
| 6M | +7.3% | -17.9% | +25.3% | +12.4% |
| YTD | +8.2% | -21.2% | +29.4% | +14.4% |
| 1Y | +14.4% | -18.9% | +33.3% | +19.4% |
| 3Y | +93.7% | +52.6% | +41.1% | +65.9% |
| 5Y | +16.4% | +60.7% | -44.3% | -4.9% |
| 10Y | +101.6% | +278.1% | -176.5% | +13.6% |
| All | +226.9% | +2,083.6% | -1,856.7% | -27.5% |
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 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