+123.0%
TT vs SGI
+60.7%
+62.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | 0.0% | +8.5% | -8.5% | -2.5% |
| 30D | -7.2% | +0.7% | -7.8% | -7.5% |
| 3M | -3.0% | +0.6% | -3.6% | -3.5% |
| 6M | +1.4% | -17.9% | +19.3% | +6.5% |
| YTD | +15.9% | -21.2% | +37.1% | +22.7% |
| 1Y | +9.4% | -18.9% | +28.3% | +14.5% |
| All | +123.0% | +60.7% | +62.3% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling