+290.7%
TSM vs SGI
+61.8%
+228.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +6.0% | +9.3% | -3.2% | +2.7% |
| 30D | +4.5% | +6.9% | -2.4% | +1.8% |
| 3M | +3.1% | +2.8% | +0.3% | +1.4% |
| 6M | +30.2% | -12.6% | +42.8% | +34.9% |
| YTD | +45.2% | -21.5% | +66.7% | +55.4% |
| 1Y | +79.6% | -18.8% | +98.3% | +88.9% |
| 3Y | +411.0% | +60.8% | +350.1% | +312.1% |
| 5Y | +290.7% | +60.0% | +230.7% | +202.7% |
| All | +290.7% | +61.8% | +228.9% | +202.7% |
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