+10,098.7%
TSM vs SGI
+1,862.0%
+8,236.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.3% | +7.3% | +3.2% |
| 7D | -2.1% | -3.9% | +1.9% | -1.4% |
| 30D | -12.5% | +0.9% | -13.5% | -13.1% |
| 3M | -5.0% | -2.9% | -2.1% | -5.0% |
| 6M | -3.2% | -9.0% | +5.7% | -2.1% |
| YTD | +31.5% | -29.2% | +60.7% | +39.8% |
| 1Y | +35.7% | -32.3% | +68.0% | +45.7% |
| 3Y | +323.5% | +72.4% | +251.1% | +268.0% |
| 5Y | +263.4% | +50.6% | +212.7% | +216.6% |
| 10Y | +1,598.5% | +335.2% | +1,263.3% | +983.9% |
| All | +10,098.7% | +1,862.0% | +8,236.7% | +3,338.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling