+104.7%
TNA vs SGI
+51.7%
+52.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | 0.0% |
| 7D | -7.3% | -4.5% | -2.8% | -2.6% |
| 30D | -14.2% | +4.2% | -18.3% | -18.3% |
| 3M | -4.6% | -7.4% | +2.9% | +1.7% |
| 6M | +36.9% | -15.1% | +52.0% | +59.5% |
| YTD | +42.5% | -24.7% | +67.2% | +88.2% |
| 1Y | +45.8% | -21.8% | +67.5% | +79.8% |
| 3Y | +104.7% | +50.0% | +54.6% | +20.9% |
| All | +104.7% | +51.7% | +52.9% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling