-22.5%
TNA vs SGI
+45.9%
-68.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | +0.4% |
| 7D | -7.6% | -4.9% | -2.7% | -2.3% |
| 30D | -13.6% | +1.6% | -15.2% | -15.7% |
| 3M | +2.8% | -3.2% | +6.0% | +4.4% |
| 6M | +34.5% | -16.0% | +50.5% | +58.8% |
| YTD | +41.0% | -25.4% | +66.5% | +88.1% |
| 1Y | +52.0% | -21.6% | +73.6% | +87.0% |
| 3Y | +103.5% | +52.9% | +50.6% | +23.2% |
| 5Y | -22.5% | +47.5% | -70.0% | -49.7% |
| All | -22.5% | +45.9% | -68.5% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling