+236.4%
TSM vs SGI
+49.9%
+186.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.5% | +11.8% | +8.2% |
| 7D | -7.6% | +1.0% | -8.5% | -8.2% |
| 30D | -20.5% | +3.9% | -24.4% | -22.1% |
| 3M | -10.0% | -0.8% | -9.2% | -10.7% |
| 6M | -10.1% | -18.0% | +7.9% | -5.2% |
| YTD | +24.5% | -27.6% | +52.1% | +36.1% |
| 1Y | +31.2% | -27.2% | +58.4% | +43.0% |
| 3Y | +322.0% | +76.0% | +246.0% | +227.6% |
| All | +236.4% | +49.9% | +186.5% | +176.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling