+361.1%
TTD vs SGI
+281.4%
+79.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.1% |
| 7D | -4.6% | +0.6% | -5.2% | -4.9% |
| 30D | +3.7% | +5.5% | -1.9% | +1.1% |
| 3M | -30.2% | -3.6% | -26.6% | -29.4% |
| 6M | -51.4% | -15.0% | -36.4% | -48.7% |
| YTD | -63.4% | -23.0% | -40.4% | -60.0% |
| 1Y | -73.5% | -18.4% | -55.1% | -72.2% |
| 3Y | -83.5% | +57.8% | -141.2% | -87.9% |
| 5Y | -80.9% | +51.5% | -132.4% | -86.2% |
| All | +361.1% | +281.4% | +79.7% | +73.0% |
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