+17.4%
TPR vs SGI
-17.2%
+34.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -2.3% | +8.5% | -10.8% | -5.1% |
| 30D | -23.0% | +0.7% | -23.6% | -23.3% |
| 3M | -12.5% | +0.6% | -13.1% | -13.4% |
| 6M | -21.4% | -17.9% | -3.5% | -17.4% |
| YTD | -3.5% | -21.2% | +17.7% | +2.2% |
| 1Y | +17.4% | -18.9% | +36.2% | +37.9% |
| All | +17.4% | -17.2% | +34.5% | +37.9% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling