+84.4%
TSM vs SGI
-17.2%
+101.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +2.7% | +8.5% | -5.8% | +0.3% |
| 30D | +3.6% | +0.7% | +2.9% | +3.3% |
| 3M | -3.4% | +0.6% | -4.0% | -3.7% |
| 6M | +20.6% | -17.9% | +38.6% | +24.3% |
| YTD | +41.9% | -21.2% | +63.0% | +46.9% |
| 1Y | +84.4% | -18.9% | +103.2% | +95.9% |
| All | +84.4% | -17.2% | +101.5% | +95.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling