+1.1%
TT vs SGI
-19.0%
+20.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -0.2% | +8.5% | -8.8% | -2.9% |
| 30D | -7.4% | +0.7% | -8.1% | -7.6% |
| 3M | -3.2% | +0.6% | -3.8% | -3.5% |
| 6M | +1.1% | -17.9% | +19.1% | +9.9% |
| All | +1.1% | -19.0% | +20.1% | +9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling