+122.6%
TT vs SGI
+58.5%
+64.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.5% |
| 7D | -9.0% | +5.3% | -14.3% | -10.5% |
| 30D | -17.6% | +8.2% | -25.8% | -20.0% |
| 3M | -18.7% | -2.2% | -16.5% | -18.7% |
| 6M | -17.4% | -8.4% | -9.0% | -16.1% |
| YTD | +1.5% | -23.4% | +25.0% | +8.4% |
| 1Y | -9.4% | -14.0% | +4.6% | -7.3% |
| 3Y | +85.1% | +78.8% | +6.3% | +45.2% |
| All | +122.6% | +58.5% | +64.1% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling