-80.0%
TTD vs SGI
+62.5%
-142.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.7% |
| 7D | +6.3% | +8.5% | -2.2% | +1.3% |
| 30D | -23.9% | +0.7% | -24.6% | -24.2% |
| 3M | -31.4% | +0.6% | -32.0% | -32.2% |
| 6M | -42.7% | -17.9% | -24.7% | -37.6% |
| YTD | -62.0% | -21.2% | -40.8% | -58.1% |
| 1Y | -72.2% | -18.9% | -53.3% | -70.5% |
| 3Y | -81.9% | +52.6% | -134.6% | -88.6% |
| All | -80.0% | +62.5% | -142.6% | -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 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