+172.6%
TTMI vs SGI
-17.2%
+189.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +8.6% |
| 7D | +5.9% | +8.5% | -2.7% | +2.2% |
| 30D | -4.3% | +0.7% | -5.0% | -4.8% |
| 3M | -32.0% | +0.6% | -32.7% | -33.0% |
| 6M | +19.5% | -17.9% | +37.4% | +28.1% |
| YTD | +82.0% | -21.2% | +103.2% | +96.4% |
| 1Y | +172.6% | -18.9% | +191.5% | +217.8% |
| All | +172.6% | -17.2% | +189.8% | +217.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling