+36.0%
TSM vs SGI
-10.7%
+46.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.8% | -9.1% | -3.7% |
| 7D | -10.0% | +12.1% | -22.0% | -12.3% |
| 30D | -18.5% | +12.1% | -30.6% | -20.9% |
| 3M | -4.9% | +0.4% | -5.3% | -5.0% |
| 6M | -1.0% | -4.0% | +3.0% | -0.3% |
| YTD | +31.3% | -21.2% | +52.5% | +35.5% |
| 1Y | +36.0% | -12.1% | +48.1% | +40.4% |
| All | +36.0% | -10.7% | +46.7% | +40.4% |
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