-2.2%
TT vs SGI
-30.7%
+28.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.3% | +1.3% |
| 7D | +0.8% | -3.9% | +4.7% | +1.5% |
| 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% | -7.7% |
| YTD | +8.9% | -29.2% | +38.1% | +16.8% |
| 1Y | -2.2% | -32.3% | +30.0% | +6.6% |
| All | -2.2% | -30.7% | +28.5% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling