+17.4%
TTMI vs SGI
-33.4%
+50.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | +11.4% | -5.3% | +16.7% | +13.0% |
| 30D | -28.3% | -2.1% | -26.2% | -29.3% |
| 3M | -46.7% | -8.2% | -38.5% | -46.0% |
| 6M | -56.1% | -4.6% | -51.6% | -57.8% |
| YTD | +7.4% | -31.5% | +38.8% | +21.3% |
| 1Y | +17.4% | -30.8% | +48.2% | +34.2% |
| All | +17.4% | -33.4% | +50.8% | +34.2% |
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