+328.6%
TMO vs SGI
+270.1%
+58.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -0.6% | -4.5% | +3.8% | +0.1% |
| 30D | +1.1% | +4.2% | -3.0% | +0.4% |
| 3M | +28.3% | -7.4% | +35.8% | +29.6% |
| 6M | +23.3% | -15.1% | +38.3% | +25.9% |
| YTD | +5.5% | -24.7% | +30.1% | +9.6% |
| 1Y | +24.5% | -21.8% | +46.3% | +28.3% |
| 3Y | +19.6% | +50.0% | -30.5% | +10.2% |
| 5Y | +8.1% | +48.9% | -40.8% | -3.2% |
| All | +328.6% | +270.1% | +58.6% | +244.8% |
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