+702.6%
TTMI vs SGI
+2,083.6%
-1,381.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +8.7% |
| 7D | +5.9% | +8.5% | -2.7% | +3.2% |
| 30D | -4.3% | +0.7% | -5.0% | -4.9% |
| 3M | -32.0% | +0.6% | -32.7% | -32.7% |
| 6M | +19.5% | -17.9% | +37.4% | +26.0% |
| YTD | +82.0% | -21.2% | +103.2% | +93.5% |
| 1Y | +172.6% | -18.9% | +191.5% | +186.8% |
| 3Y | +744.7% | +52.6% | +692.0% | +632.3% |
| 5Y | +805.6% | +60.7% | +744.8% | +644.9% |
| 10Y | +1,057.6% | +278.1% | +779.5% | +541.6% |
| All | +702.6% | +2,083.6% | -1,381.0% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling