+558.1%
TTD vs SGI
+356.4%
+201.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.3% | +8.5% | +5.9% |
| 7D | +19.9% | -3.9% | +23.8% | +22.1% |
| 30D | +27.6% | +0.9% | +26.7% | +26.9% |
| 3M | +15.2% | -2.9% | +18.1% | +16.6% |
| 6M | -33.2% | -9.0% | -24.2% | -30.9% |
| YTD | -59.4% | -29.2% | -30.2% | -53.6% |
| 1Y | -64.4% | -32.3% | -32.1% | -58.4% |
| 3Y | -75.9% | +72.4% | -148.3% | -83.4% |
| 5Y | -82.6% | +50.6% | -133.2% | -87.6% |
| 10Y | +558.1% | +335.2% | +222.9% | +151.4% |
| All | +558.1% | +356.4% | +201.7% | +151.4% |
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