+736.3%
TT vs SGI
+319.5%
+416.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.5% |
| 7D | +4.0% | -5.3% | +9.4% | +5.5% |
| 30D | -11.3% | -2.1% | -9.2% | -11.3% |
| 3M | -12.3% | -8.2% | -4.1% | -11.0% |
| 6M | -10.8% | -4.6% | -6.3% | -10.8% |
| YTD | +8.2% | -31.5% | +39.6% | +17.4% |
| 1Y | +1.5% | -30.8% | +32.3% | +9.8% |
| 3Y | +91.5% | +67.2% | +24.3% | +61.3% |
| 5Y | +130.2% | +42.5% | +87.7% | +94.5% |
| All | +736.3% | +319.5% | +416.8% | +414.0% |
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