+10,903.4%
TSM vs SGI
+2,083.6%
+8,819.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +2.7% | +8.5% | -5.8% | +0.8% |
| 30D | +3.6% | +0.7% | +2.9% | +3.2% |
| 3M | -3.4% | +0.6% | -4.0% | -3.9% |
| 6M | +20.6% | -17.9% | +38.6% | +25.2% |
| YTD | +41.9% | -21.2% | +63.0% | +48.2% |
| 1Y | +84.4% | -18.9% | +103.2% | +90.7% |
| 3Y | +380.2% | +52.6% | +327.6% | +328.8% |
| 5Y | +275.3% | +60.7% | +214.6% | +223.5% |
| 10Y | +1,751.4% | +278.1% | +1,473.3% | +1,108.6% |
| All | +10,903.4% | +2,083.6% | +8,819.8% | +3,543.1% |
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