+812.9%
TTMI vs SGI
+56.1%
+756.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -3.2% |
| 7D | +7.5% | +0.6% | +6.9% | +7.2% |
| 30D | -4.5% | +5.5% | -10.0% | -6.8% |
| 3M | -28.5% | -3.6% | -24.9% | -28.2% |
| 6M | +28.4% | -15.0% | +43.4% | +35.5% |
| YTD | +80.1% | -23.0% | +103.1% | +96.5% |
| 1Y | +161.0% | -18.4% | +179.4% | +178.2% |
| 3Y | +862.4% | +57.8% | +804.7% | +697.9% |
| 5Y | +812.9% | +51.5% | +761.5% | +593.0% |
| All | +812.9% | +56.1% | +756.8% | +593.0% |
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