+387.4%
TTMI vs SGI
+1,794.5%
-1,407.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.2% |
| 7D | +22.6% | -10.7% | +33.3% | +26.6% |
| 30D | -34.3% | -3.6% | -30.7% | -34.5% |
| 3M | -44.8% | -5.4% | -39.4% | -44.8% |
| 6M | -53.3% | -7.0% | -46.3% | -53.4% |
| YTD | +10.6% | -31.6% | +42.2% | +20.8% |
| 1Y | +8.2% | -33.5% | +41.7% | +19.5% |
| 3Y | +435.7% | +66.5% | +369.2% | +348.3% |
| 5Y | +434.2% | +42.2% | +392.0% | +350.1% |
| 10Y | +426.4% | +320.9% | +105.5% | +182.2% |
| All | +387.4% | +1,794.5% | -1,407.1% | +26.6% |
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