+2,492.4%
TMO vs SGI
+2,032.3%
+460.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.4% | +0.8% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | +1.0% | +5.5% | -4.5% | 0.0% |
| 3M | +22.7% | -3.6% | +26.3% | +23.1% |
| 6M | +19.0% | -15.0% | +34.0% | +21.5% |
| YTD | +4.7% | -23.0% | +27.8% | +8.5% |
| 1Y | +26.0% | -18.4% | +44.4% | +29.0% |
| 3Y | +18.0% | +57.8% | -39.8% | +7.3% |
| 5Y | +8.0% | +51.5% | -43.5% | -3.4% |
| 10Y | +333.8% | +275.2% | +58.6% | +208.6% |
| All | +2,492.4% | +2,032.3% | +460.1% | +1,032.9% |
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