+76.5%
TNA vs SGI
+270.1%
-193.5%
-88.1%
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% | +0.2% |
| 7D | -7.3% | -4.5% | -2.8% | -3.4% |
| 30D | -14.2% | +4.2% | -18.3% | -17.5% |
| 3M | -4.6% | -7.4% | +2.9% | +0.8% |
| 6M | +36.9% | -15.1% | +52.0% | +56.2% |
| YTD | +42.5% | -24.7% | +67.2% | +79.9% |
| 1Y | +45.8% | -21.8% | +67.5% | +75.2% |
| 3Y | +104.7% | +50.0% | +54.6% | +49.5% |
| 5Y | -21.7% | +48.9% | -70.6% | -40.4% |
| All | +76.5% | +270.1% | -193.5% | -35.9% |
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 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