+712.6%
TT vs SGI
+397.2%
+315.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.5% | +7.8% | +3.8% |
| 7D | -2.0% | +1.0% | -3.0% | -2.5% |
| 30D | -14.0% | +3.9% | -17.9% | -15.3% |
| 3M | -15.9% | -0.8% | -15.0% | -16.3% |
| 6M | -17.3% | -18.0% | +0.6% | -13.9% |
| YTD | +4.0% | -27.6% | +31.6% | +11.2% |
| 1Y | -7.1% | -27.2% | +20.1% | -0.8% |
| 3Y | +90.2% | +76.0% | +14.3% | +58.2% |
| 5Y | +131.1% | +50.0% | +81.2% | +92.8% |
| All | +712.6% | +397.2% | +315.4% | +383.4% |
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