+1,297.6%
TNA vs SGI
+4,409.1%
-3,111.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | +4.1% | +9.3% | -5.2% | -3.3% |
| 30D | -7.6% | +6.9% | -14.5% | -12.9% |
| 3M | +8.1% | +2.8% | +5.2% | +4.4% |
| 6M | +49.0% | -12.6% | +61.6% | +64.8% |
| YTD | +51.7% | -21.5% | +73.2% | +82.4% |
| 1Y | +59.6% | -18.8% | +78.4% | +84.2% |
| 3Y | +118.9% | +60.8% | +58.1% | +56.5% |
| 5Y | -19.2% | +60.0% | -79.2% | -38.7% |
| 10Y | +77.2% | +267.8% | -190.6% | -31.0% |
| All | +1,297.6% | +4,409.1% | -3,111.5% | -67.3% |
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