+65.7%
AG vs TAP
-46.0%
+111.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.7% | -3.0% |
| 7D | -10.0% | +1.3% | -11.2% | -10.2% |
| 30D | -10.5% | +5.7% | -16.2% | -11.5% |
| 3M | -27.3% | -1.9% | -25.3% | -27.2% |
| 6M | -43.0% | +0.9% | -43.9% | -43.5% |
| YTD | -17.9% | -9.5% | -8.4% | -17.2% |
| 1Y | +11.9% | -9.0% | +20.9% | +12.6% |
| 3Y | +201.8% | -22.2% | +224.1% | +209.9% |
| 5Y | -0.1% | +1.2% | -1.3% | -3.6% |
| All | +65.7% | -46.0% | +111.7% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling