+373.4%
TTMI vs SGI
+1,798.9%
-1,425.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | +11.4% | -5.3% | +16.7% | +13.3% |
| 30D | -28.3% | -2.1% | -26.2% | -28.8% |
| 3M | -46.7% | -8.2% | -38.5% | -46.2% |
| 6M | -56.1% | -4.6% | -51.6% | -56.5% |
| YTD | +7.4% | -31.5% | +38.8% | +17.2% |
| 1Y | +17.4% | -30.8% | +48.2% | +28.0% |
| 3Y | +429.1% | +67.2% | +361.9% | +342.2% |
| 5Y | +418.8% | +42.5% | +376.3% | +336.8% |
| 10Y | +411.2% | +321.9% | +89.4% | +173.9% |
| All | +373.4% | +1,798.9% | -1,425.5% | +22.9% |
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