-53.3%
TTMI vs SGI
-8.6%
-44.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -3.6% |
| 7D | +22.6% | -10.7% | +33.3% | +19.7% |
| 30D | -34.3% | -3.6% | -30.7% | -34.4% |
| 3M | -44.8% | -5.4% | -39.4% | -44.7% |
| 6M | -53.3% | -7.0% | -46.3% | -54.0% |
| All | -53.3% | -8.6% | -44.7% | -54.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling