+1,815.4%
TSM vs SGI
+263.3%
+1,552.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | +4.8% | +0.6% | +4.2% | +4.6% |
| 30D | +4.0% | +5.5% | -1.5% | +2.5% |
| 3M | +2.0% | -3.6% | +5.6% | +2.5% |
| 6M | +25.5% | -15.0% | +40.5% | +29.7% |
| YTD | +44.0% | -23.0% | +67.0% | +52.0% |
| 1Y | +75.4% | -18.4% | +93.8% | +81.9% |
| 3Y | +406.7% | +57.8% | +349.0% | +343.4% |
| 5Y | +285.0% | +51.5% | +233.5% | +227.9% |
| 10Y | +1,815.4% | +275.2% | +1,540.2% | +1,186.2% |
| All | +1,815.4% | +263.3% | +1,552.1% | +1,186.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling