+893.7%
TT vs SGI
+261.3%
+632.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.6% | +9.3% | -7.7% | -0.8% |
| 30D | -7.3% | +6.9% | -14.2% | -9.0% |
| 3M | -2.6% | +2.8% | -5.4% | -3.6% |
| 6M | +5.9% | -12.6% | +18.5% | +8.8% |
| YTD | +15.4% | -21.5% | +36.9% | +21.5% |
| 1Y | +8.2% | -18.8% | +27.0% | +12.5% |
| 3Y | +122.7% | +60.8% | +61.8% | +91.0% |
| 5Y | +145.0% | +60.0% | +85.0% | +102.7% |
| 10Y | +893.7% | +267.8% | +625.9% | +510.2% |
| All | +893.7% | +261.3% | +632.4% | +510.2% |
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