-45.3%
TNA vs SGI
+41.4%
-86.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.3% |
| 7D | +3.7% | -5.3% | +9.0% | +10.1% |
| 30D | +4.4% | -2.1% | +6.4% | +5.6% |
| 3M | -26.7% | -8.2% | -18.5% | -21.0% |
| 6M | -12.8% | -4.6% | -8.3% | -11.4% |
| YTD | +22.7% | -31.5% | +54.1% | +77.2% |
| 1Y | +35.7% | -30.8% | +66.5% | +93.7% |
| 3Y | +134.6% | +67.2% | +67.4% | +27.2% |
| All | -45.3% | +41.4% | -86.7% | -62.9% |
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 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