+1,084.3%
TTMI vs SGI
+266.5%
+817.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.5% |
| 7D | +6.0% | -4.9% | +10.9% | +7.8% |
| 30D | -6.4% | +1.6% | -8.0% | -7.2% |
| 3M | -28.9% | -3.2% | -25.8% | -28.7% |
| 6M | +26.9% | -16.0% | +42.9% | +33.2% |
| YTD | +77.3% | -25.4% | +102.7% | +92.5% |
| 1Y | +147.5% | -21.6% | +169.1% | +164.1% |
| 3Y | +847.6% | +52.9% | +794.8% | +717.9% |
| 5Y | +802.2% | +47.5% | +754.7% | +655.8% |
| All | +1,084.3% | +266.5% | +817.9% | +497.4% |
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