+734.7%
TT vs SGI
+356.4%
+378.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.3% | +1.4% |
| 7D | +0.8% | -3.9% | +4.7% | +1.7% |
| 30D | -11.8% | +0.9% | -12.7% | -12.5% |
| 3M | -11.6% | -2.9% | -8.7% | -11.6% |
| 6M | -9.3% | -9.0% | -0.4% | -8.1% |
| YTD | +8.9% | -29.2% | +38.1% | +17.2% |
| 1Y | -2.2% | -32.3% | +30.0% | +6.4% |
| 3Y | +91.9% | +72.4% | +19.5% | +60.5% |
| 5Y | +136.0% | +50.6% | +85.4% | +96.7% |
| 10Y | +734.7% | +335.2% | +399.5% | +406.4% |
| All | +734.7% | +356.4% | +378.3% | +406.4% |
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